+0.1%
XLI vs KEY
+9.7%
-9.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +2.2% | -3.3% | -2.2% |
| 30D | -5.9% | -3.0% | -2.9% | -4.4% |
| 3M | -0.3% | +3.3% | -3.6% | -2.9% |
| 6M | +0.1% | +9.2% | -9.1% | -6.7% |
| All | +0.1% | +9.7% | -9.5% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling