+99.1%
XLK vs KEY
+127.4%
-28.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -11.2% | +6.7% | -17.9% | -13.0% |
| 3M | -6.2% | -4.6% | -1.6% | -4.8% |
| 6M | -1.7% | +2.6% | -4.3% | -2.8% |
| YTD | +21.5% | +7.0% | +14.6% | +18.2% |
| 1Y | +19.6% | +23.5% | -3.8% | +10.9% |
| All | +99.1% | +127.4% | -28.3% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling