+1,033.0%
XLI vs KEY
+78.7%
+954.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | -3.1% | +5.1% | -8.2% | -4.5% |
| 3M | -11.7% | -7.1% | -4.6% | -10.0% |
| 6M | -7.6% | -4.4% | -3.2% | -6.5% |
| YTD | +5.7% | +4.0% | +1.7% | +4.2% |
| 1Y | +7.8% | +23.4% | -15.6% | +1.3% |
| 3Y | +67.4% | +113.9% | -46.5% | +31.9% |
| 5Y | +64.8% | +12.3% | +52.5% | +48.6% |
| 10Y | +241.2% | +125.5% | +115.7% | +139.5% |
| All | +1,033.0% | +78.7% | +954.3% | +495.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling