+899.8%
XLV vs KEY
+86.7%
+813.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.2% |
| 7D | -2.6% | +2.7% | -5.4% | -3.1% |
| 30D | +0.9% | -3.2% | +4.1% | +1.4% |
| 3M | +10.0% | +1.0% | +9.0% | +9.7% |
| 6M | +10.4% | +11.9% | -1.5% | +8.1% |
| YTD | +8.9% | +8.7% | +0.2% | +7.0% |
| 1Y | +23.4% | +18.5% | +4.9% | +19.2% |
| 3Y | +33.1% | +124.0% | -90.9% | +12.8% |
| 5Y | +33.3% | +40.8% | -7.6% | +18.7% |
| 10Y | +170.8% | +167.0% | +3.8% | +102.8% |
| All | +899.8% | +86.7% | +813.1% | +528.4% |
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