+65.5%
XLF vs KEY
+39.4%
+26.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | +0.2% | +2.7% | -2.6% | -0.8% |
| 30D | -0.5% | -3.2% | +2.7% | +0.6% |
| 3M | +10.6% | +1.0% | +9.7% | +10.2% |
| 6M | +14.3% | +11.9% | +2.4% | +9.5% |
| YTD | +5.5% | +8.7% | -3.2% | +2.1% |
| 1Y | +9.6% | +18.5% | -8.9% | +2.6% |
| 3Y | +75.2% | +124.0% | -48.8% | +28.2% |
| 5Y | +65.5% | +40.8% | +24.7% | +41.2% |
| All | +65.5% | +39.4% | +26.1% | +41.2% |
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