+1,076.3%
XLI vs KEY
+83.5%
+992.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +3.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -0.2% | +7.2% | -7.4% | -2.2% |
| 3M | -8.6% | -4.9% | -3.6% | -7.3% |
| 6M | -2.0% | +1.1% | -3.0% | -2.4% |
| YTD | +9.7% | +6.8% | +2.9% | +7.4% |
| 1Y | +11.4% | +23.3% | -11.9% | +4.7% |
| 3Y | +74.2% | +126.1% | -51.9% | +35.2% |
| 5Y | +70.0% | +15.2% | +54.8% | +52.2% |
| 10Y | +235.2% | +113.6% | +121.7% | +138.5% |
| All | +1,076.3% | +83.5% | +992.8% | +513.9% |
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