+988.5%
XLE vs KEY
+79.6%
+908.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -2.1% |
| 7D | -10.3% | -2.5% | -7.8% | -9.7% |
| 30D | -3.3% | +4.1% | -7.4% | -4.6% |
| 3M | +8.2% | -8.4% | +16.5% | +10.8% |
| 6M | +5.0% | -2.3% | +7.3% | +5.2% |
| YTD | +40.6% | +4.6% | +36.0% | +37.2% |
| 1Y | +45.0% | +24.6% | +20.5% | +34.1% |
| 3Y | +56.3% | +112.8% | -56.5% | +19.9% |
| 5Y | +152.2% | +12.9% | +139.3% | +122.8% |
| 10Y | +173.0% | +126.7% | +46.3% | +93.1% |
| All | +988.5% | +79.6% | +908.9% | +531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling