+1,117.7%
XLY vs KEY
+86.7%
+1,031.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -0.5% | +2.7% | -3.3% | -1.3% |
| 30D | -4.9% | -3.2% | -1.7% | -4.1% |
| 3M | -1.0% | +1.0% | -2.0% | -1.4% |
| 6M | 0.0% | +11.9% | -11.9% | -3.2% |
| YTD | -4.2% | +8.7% | -12.9% | -6.7% |
| 1Y | -2.7% | +18.5% | -21.1% | -7.6% |
| 3Y | +38.4% | +124.0% | -85.5% | +8.2% |
| 5Y | +28.9% | +40.8% | -11.9% | +10.1% |
| 10Y | +214.7% | +167.0% | +47.7% | +108.4% |
| All | +1,117.7% | +86.7% | +1,031.0% | +526.7% |
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