+226.1%
XLI vs KEY
+96.4%
+129.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +3.8% | +2.9% | +0.8% | +2.7% |
| 30D | +1.0% | +8.4% | -7.4% | -1.8% |
| 3M | -8.9% | -5.8% | -3.2% | -7.1% |
| 6M | -2.3% | +5.4% | -7.7% | -4.3% |
| YTD | +9.7% | +7.1% | +2.6% | +6.7% |
| 1Y | +12.3% | +26.8% | -14.5% | +2.9% |
| 3Y | +71.5% | +128.7% | -57.2% | +24.2% |
| 5Y | +70.2% | +13.6% | +56.5% | +51.2% |
| All | +226.1% | +96.4% | +129.6% | +114.5% |
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