+124.6%
XLP vs KEY
+120.9%
+3.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | +10.3% | +5.1% | +5.1% | +9.5% |
| 3M | +6.5% | -7.1% | +13.6% | +7.6% |
| 6M | +8.4% | -4.4% | +12.8% | +8.9% |
| YTD | +18.2% | +4.0% | +14.2% | +17.2% |
| 1Y | +22.4% | +23.4% | -1.0% | +18.5% |
| 3Y | +41.9% | +113.9% | -72.0% | +24.3% |
| 5Y | +40.9% | +12.3% | +28.5% | +33.5% |
| All | +124.6% | +120.9% | +3.7% | +99.3% |
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