+719.7%
XLK vs KEY
+96.4%
+623.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +3.4% | +2.9% | +0.4% | +2.5% |
| 30D | -10.6% | +8.4% | -19.0% | -12.6% |
| 3M | -10.6% | -5.8% | -4.9% | -9.2% |
| 6M | -3.5% | +5.4% | -8.9% | -5.2% |
| YTD | +18.7% | +7.1% | +11.6% | +15.9% |
| 1Y | +19.4% | +26.8% | -7.4% | +11.1% |
| 3Y | +94.5% | +128.7% | -34.2% | +50.8% |
| 5Y | +111.2% | +13.6% | +97.6% | +92.7% |
| All | +719.7% | +96.4% | +623.2% | +518.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling