+35.5%
XLV vs KEY
+38.4%
-2.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.6% | -1.5% | -2.0% | -3.4% |
| 30D | -1.8% | -3.7% | +1.8% | -1.4% |
| 3M | +7.8% | -1.3% | +9.0% | +7.9% |
| 6M | +9.1% | +13.3% | -4.2% | +7.2% |
| YTD | +7.7% | +9.0% | -1.2% | +6.3% |
| 1Y | +20.4% | +18.7% | +1.7% | +17.3% |
| 3Y | +30.8% | +125.3% | -94.5% | +16.0% |
| All | +35.5% | +38.4% | -2.9% | +28.8% |
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 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