+228.0%
XLI vs KEY
+109.2%
+118.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -0.3% | +6.9% | -7.2% | -2.6% |
| 3M | -8.4% | -5.0% | -3.3% | -6.8% |
| 6M | -2.1% | +0.7% | -2.8% | -2.6% |
| YTD | +9.6% | +6.5% | +3.2% | +6.9% |
| 1Y | +10.7% | +22.6% | -11.9% | +2.6% |
| 3Y | +71.6% | +125.3% | -53.8% | +25.0% |
| 5Y | +70.8% | +13.9% | +56.9% | +51.5% |
| 10Y | +228.0% | +105.3% | +122.6% | +115.1% |
| All | +228.0% | +109.2% | +118.8% | +115.1% |
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