+15.6%
XLE vs KEY
+9.7%
+5.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.8% |
| 7D | +2.2% | +2.2% | 0.0% | +2.8% |
| 30D | +11.8% | -3.0% | +14.8% | +10.8% |
| 3M | +9.8% | +3.3% | +6.5% | +11.2% |
| 6M | +15.6% | +9.2% | +6.4% | +20.4% |
| All | +15.6% | +9.7% | +5.9% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling