+508.9%
XLP vs KEY
+90.1%
+418.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +2.2% | -3.2% | -1.3% |
| 30D | -0.9% | -3.0% | +2.1% | -0.5% |
| 3M | +3.8% | +3.3% | +0.5% | +3.3% |
| 6M | -1.7% | +9.2% | -10.9% | -3.1% |
| YTD | +10.3% | +10.6% | -0.4% | +8.4% |
| 1Y | +7.8% | +20.4% | -12.6% | +4.7% |
| 3Y | +27.2% | +121.8% | -94.6% | +11.5% |
| 5Y | +32.5% | +41.1% | -8.6% | +20.7% |
| 10Y | +101.8% | +168.5% | -66.7% | +59.6% |
| All | +508.9% | +90.1% | +418.9% | +301.9% |
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