+139.5%
XLP vs KEY
+96.4%
+43.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +2.5% | +2.9% | -0.4% | +2.1% |
| 30D | +7.3% | +8.4% | -1.1% | +6.1% |
| 3M | +8.1% | -5.8% | +13.9% | +8.9% |
| 6M | +10.5% | +5.4% | +5.0% | +9.5% |
| YTD | +21.2% | +7.1% | +14.1% | +19.6% |
| 1Y | +22.7% | +26.8% | -4.1% | +18.2% |
| 3Y | +44.8% | +128.7% | -83.9% | +25.4% |
| 5Y | +44.7% | +13.6% | +31.1% | +36.9% |
| All | +139.5% | +96.4% | +43.1% | +100.1% |
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 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