+44.4%
XLU vs KEY
+37.9%
+6.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | -2.5% | -3.3% | +0.8% | -2.2% |
| 3M | -2.7% | -0.2% | -2.6% | -2.8% |
| 6M | -7.5% | +12.1% | -19.6% | -8.8% |
| YTD | +0.9% | +8.4% | -7.5% | -0.3% |
| 1Y | +3.3% | +17.6% | -14.3% | +0.9% |
| 3Y | +47.3% | +123.3% | -76.0% | +31.1% |
| 5Y | +44.4% | +39.5% | +4.9% | +34.9% |
| All | +44.4% | +37.9% | +6.5% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling