+16.8%
XLI vs KEY
+19.7%
-2.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +1.0% | +2.7% | -1.8% | -0.1% |
| 30D | -5.8% | -3.2% | -2.6% | -4.7% |
| 3M | +0.7% | +1.0% | -0.3% | +0.2% |
| 6M | +3.2% | +11.9% | -8.7% | -0.9% |
| YTD | +13.0% | +8.7% | +4.3% | +9.3% |
| 1Y | +16.8% | +18.5% | -1.7% | +9.4% |
| All | +16.8% | +19.7% | -2.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling