+146.6%
XLK vs KEY
+40.7%
+105.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +0.8% | -3.3% | +4.1% | +1.7% |
| 3M | +4.1% | -0.7% | +4.8% | +4.2% |
| 6M | +34.8% | +12.5% | +22.2% | +30.2% |
| YTD | +30.8% | +8.4% | +22.4% | +27.5% |
| 1Y | +42.4% | +18.4% | +23.9% | +35.1% |
| 3Y | +121.8% | +123.3% | -1.5% | +76.3% |
| 5Y | +146.6% | +38.8% | +107.8% | +126.7% |
| All | +146.6% | +40.7% | +105.9% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling