+152.6%
XRT vs KEY
+121.9%
+30.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.6% |
| 7D | +2.5% | -0.4% | +2.8% | +2.7% |
| 30D | +10.3% | +7.2% | +3.1% | +7.4% |
| 3M | +2.4% | -4.9% | +7.3% | +4.3% |
| 6M | +10.0% | +1.1% | +8.9% | +9.3% |
| YTD | +9.5% | +6.8% | +2.7% | +6.3% |
| 1Y | +17.2% | +23.3% | -6.1% | +7.3% |
| 3Y | +62.0% | +126.1% | -64.1% | +14.1% |
| 5Y | -2.1% | +15.2% | -17.3% | -13.9% |
| 10Y | +152.6% | +113.6% | +39.0% | +59.8% |
| All | +152.6% | +121.9% | +30.7% | +59.8% |
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