+32.4%
XLY vs KEY
+121.2%
-88.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | -1.8% | -2.1% | -3.3% |
| 30D | -6.1% | -3.3% | -2.8% | -5.1% |
| 3M | -1.2% | -0.2% | -1.0% | -1.2% |
| 6M | -1.8% | +12.1% | -13.9% | -5.9% |
| YTD | -5.9% | +8.4% | -14.3% | -9.0% |
| 1Y | -3.1% | +17.6% | -20.7% | -9.2% |
| All | +32.4% | +121.2% | -88.8% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling