+257.2%
XLI vs KEY
+167.1%
+90.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -6.9% | -3.3% | -3.7% | -5.9% |
| 3M | -1.9% | -0.7% | -1.2% | -1.8% |
| 6M | +1.0% | +12.5% | -11.5% | -3.1% |
| YTD | +11.3% | +8.4% | +2.9% | +7.9% |
| 1Y | +15.8% | +18.4% | -2.6% | +8.6% |
| 3Y | +69.8% | +123.3% | -53.5% | +23.7% |
| 5Y | +80.9% | +38.8% | +42.1% | +48.2% |
| 10Y | +257.2% | +169.3% | +87.9% | +116.9% |
| All | +257.2% | +167.1% | +90.1% | +116.9% |
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