+665.5%
XLU vs KEY
+83.9%
+581.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +2.1% | +2.9% | -0.8% | +1.7% |
| 30D | +5.6% | +8.4% | -2.9% | +4.3% |
| 3M | +0.7% | -5.8% | +6.5% | +1.5% |
| 6M | -0.1% | +5.4% | -5.5% | -0.9% |
| YTD | +5.3% | +7.1% | -1.7% | +3.9% |
| 1Y | +2.2% | +26.8% | -24.6% | -1.7% |
| 3Y | +61.6% | +128.7% | -67.1% | +40.4% |
| 5Y | +53.6% | +13.6% | +39.9% | +43.8% |
| 10Y | +162.3% | +99.7% | +62.6% | +113.8% |
| All | +665.5% | +83.9% | +581.6% | +411.9% |
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