+48.2%
XLU vs KEY
+121.2%
-73.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.6% | -0.3% | +1.0% | +0.7% |
| 30D | -0.4% | -3.3% | +2.8% | 0.0% |
| 3M | -1.7% | -0.7% | -1.0% | -1.7% |
| 6M | -7.1% | +12.5% | -19.6% | -8.7% |
| YTD | +1.9% | +8.4% | -6.5% | +0.5% |
| 1Y | +6.1% | +18.4% | -12.3% | +3.1% |
| All | +48.2% | +121.2% | -73.0% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling