+72.4%
XLI vs KEY
+132.7%
-60.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +2.2% | -3.3% | -1.7% |
| 30D | -5.9% | -3.0% | -2.9% | -5.1% |
| 3M | -0.3% | +3.3% | -3.6% | -1.3% |
| 6M | +0.1% | +9.2% | -9.1% | -2.7% |
| YTD | +13.6% | +10.6% | +2.9% | +9.8% |
| 1Y | +17.2% | +20.4% | -3.2% | +10.3% |
| All | +72.4% | +132.7% | -60.3% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling