+67.4%
XLI vs KEY
+106.2%
-38.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.4% |
| 30D | -3.1% | +5.1% | -8.2% | -4.7% |
| 3M | -11.7% | -7.1% | -4.6% | -9.7% |
| 6M | -7.6% | -4.4% | -3.2% | -6.4% |
| YTD | +5.7% | +4.0% | +1.7% | +4.0% |
| 1Y | +7.8% | +23.4% | -15.6% | +0.6% |
| 3Y | +67.4% | +113.9% | -46.5% | +37.6% |
| All | +67.4% | +106.2% | -38.8% | +37.6% |
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