-4.7%
XRT vs KEY
+11.7%
-16.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.5% |
| 30D | +7.9% | +5.1% | +2.8% | +5.8% |
| 3M | -0.2% | -7.1% | +6.9% | +2.7% |
| 6M | +5.6% | -4.4% | +9.9% | +7.2% |
| YTD | +5.7% | +4.0% | +1.7% | +3.6% |
| 1Y | +14.6% | +23.4% | -8.8% | +5.0% |
| 3Y | +50.7% | +113.9% | -63.2% | +9.3% |
| All | -4.7% | +11.7% | -16.4% | -10.1% |
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