+215.2%
XLY vs KEY
+172.4%
+42.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.7% | -1.5% | -0.2% | -1.2% |
| 30D | -4.2% | -3.7% | -0.5% | -3.1% |
| 3M | -2.7% | -1.3% | -1.4% | -2.4% |
| 6M | -0.6% | +13.3% | -14.0% | -4.5% |
| YTD | -5.0% | +9.0% | -14.0% | -7.8% |
| 1Y | -4.1% | +18.7% | -22.8% | -9.5% |
| 3Y | +33.6% | +125.3% | -91.7% | +1.9% |
| 5Y | +28.7% | +40.2% | -11.5% | +9.4% |
| All | +215.2% | +172.4% | +42.8% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling