+57.9%
XLF vs KEY
+16.6%
+41.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.5% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | +6.0% | +7.2% | -1.3% | +3.3% |
| 3M | +1.0% | -4.9% | +5.9% | +2.8% |
| 6M | +14.0% | +1.1% | +12.9% | +13.3% |
| YTD | +7.2% | +6.8% | +0.4% | +4.4% |
| 1Y | +11.6% | +23.3% | -11.7% | +3.2% |
| 3Y | +81.2% | +126.1% | -44.9% | +33.1% |
| 5Y | +57.9% | +15.2% | +42.7% | +52.2% |
| All | +57.9% | +16.6% | +41.3% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling