+649.7%
XLU vs KEY
+86.7%
+563.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.1% |
| 7D | +2.1% | +2.7% | -0.6% | +1.7% |
| 30D | -0.4% | -3.2% | +2.9% | +0.1% |
| 3M | +0.5% | +1.0% | -0.5% | +0.3% |
| 6M | -5.8% | +11.9% | -17.7% | -7.4% |
| YTD | +3.1% | +8.7% | -5.6% | +1.6% |
| 1Y | +8.1% | +18.5% | -10.4% | +5.0% |
| 3Y | +50.5% | +124.0% | -73.4% | +31.1% |
| 5Y | +44.7% | +40.8% | +3.9% | +31.2% |
| 10Y | +136.8% | +167.0% | -30.2% | +85.1% |
| All | +649.7% | +86.7% | +563.0% | +400.4% |
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