+1,365.8%
XLK vs KEY
+83.7%
+1,282.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.6% |
| 3M | -6.2% | -4.6% | -1.6% | -5.2% |
| 6M | -1.7% | +2.6% | -4.3% | -2.6% |
| YTD | +21.5% | +7.0% | +14.6% | +19.1% |
| 1Y | +19.6% | +23.5% | -3.8% | +13.1% |
| 3Y | +97.9% | +126.4% | -28.4% | +59.0% |
| 5Y | +118.9% | +13.0% | +105.9% | +100.3% |
| 10Y | +726.5% | +99.5% | +627.1% | +513.7% |
| All | +1,365.8% | +83.7% | +1,282.1% | +756.9% |
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