-1.7%
XRT vs KEY
+14.6%
-16.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.3% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | +9.8% | +6.7% | +3.0% | +7.0% |
| 3M | +3.3% | -4.6% | +7.9% | +5.1% |
| 6M | +13.6% | +2.6% | +11.0% | +12.2% |
| YTD | +9.1% | +7.0% | +2.1% | +5.8% |
| 1Y | +15.1% | +23.5% | -8.4% | +5.4% |
| 3Y | +59.9% | +126.4% | -66.4% | +13.6% |
| 5Y | -1.7% | +13.0% | -14.8% | -6.9% |
| All | -1.7% | +14.6% | -16.4% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling