+1,477.5%
XLK vs KEY
+86.7%
+1,390.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | +2.3% | +2.7% | -0.4% | +1.6% |
| 30D | -0.1% | -3.2% | +3.2% | +0.7% |
| 3M | +2.1% | +1.0% | +1.2% | +1.8% |
| 6M | +37.2% | +11.9% | +25.3% | +33.2% |
| YTD | +30.8% | +8.7% | +22.1% | +27.8% |
| 1Y | +42.6% | +18.5% | +24.2% | +36.2% |
| 3Y | +121.8% | +124.0% | -2.1% | +78.1% |
| 5Y | +145.7% | +40.8% | +104.9% | +113.1% |
| 10Y | +782.1% | +167.0% | +615.1% | +511.2% |
| All | +1,477.5% | +86.7% | +1,390.8% | +819.1% |
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 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