+215.1%
XLF vs KEY
+95.2%
+119.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.2% | +1.8% | -0.5% | +0.4% |
| 30D | +6.2% | +7.1% | -0.9% | +2.9% |
| 3M | +0.9% | -5.9% | +6.8% | +3.6% |
| 6M | +13.6% | +2.2% | +11.5% | +12.2% |
| YTD | +7.6% | +6.4% | +1.2% | +4.0% |
| 1Y | +10.2% | +24.8% | -14.6% | -1.1% |
| 3Y | +79.8% | +125.2% | -45.4% | +17.8% |
| 5Y | +58.0% | +13.0% | +45.0% | +36.6% |
| All | +215.1% | +95.2% | +119.9% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling