+513.3%
XRT vs KEY
+24.3%
+489.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +0.8% | +2.2% | -1.4% | +0.1% |
| 30D | -4.2% | -3.0% | -1.2% | -3.3% |
| 3M | +5.1% | +3.3% | +1.8% | +4.0% |
| 6M | +2.4% | +9.2% | -6.8% | -0.4% |
| YTD | +3.2% | +10.6% | -7.5% | -0.1% |
| 1Y | +1.5% | +20.4% | -18.9% | -4.3% |
| 3Y | +40.6% | +121.8% | -81.3% | +8.9% |
| 5Y | -1.0% | +41.1% | -42.1% | -15.3% |
| 10Y | +128.4% | +168.5% | -40.1% | +54.7% |
| All | +513.3% | +24.3% | +489.0% | +349.6% |
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