+132.2%
XRT vs KEY
+95.2%
+37.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -0.4% | +1.8% | -2.2% | -1.1% |
| 30D | +7.5% | +7.1% | +0.4% | +4.7% |
| 3M | +2.3% | -5.9% | +8.3% | +4.8% |
| 6M | +12.8% | +2.2% | +10.6% | +11.6% |
| YTD | +7.1% | +6.4% | +0.6% | +4.0% |
| 1Y | +12.3% | +24.8% | -12.5% | +2.4% |
| 3Y | +57.0% | +125.2% | -68.2% | +10.8% |
| 5Y | -4.3% | +13.0% | -17.3% | -15.2% |
| All | +132.2% | +95.2% | +37.0% | +52.4% |
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 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