+20.7%
XLK vs KEY
+29.6%
-8.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -7.6% | +1.7% | -9.2% | -7.9% |
| 30D | -12.2% | +6.8% | -18.9% | -13.6% |
| 3M | -5.5% | -5.8% | +0.4% | -3.8% |
| 6M | +9.2% | +1.4% | +7.7% | +8.6% |
| YTD | +23.0% | +7.5% | +15.5% | +19.3% |
| 1Y | +20.7% | +29.6% | -8.9% | +11.8% |
| All | +20.7% | +29.6% | -8.9% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling