+528.0%
XRT vs KEY
+16.9%
+511.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | +7.9% | +5.1% | +2.8% | +6.4% |
| 3M | -0.2% | -7.1% | +6.9% | +2.0% |
| 6M | +5.6% | -4.4% | +9.9% | +6.8% |
| YTD | +5.7% | +4.0% | +1.7% | +4.2% |
| 1Y | +14.6% | +23.4% | -8.8% | +7.3% |
| 3Y | +50.7% | +113.9% | -63.2% | +18.3% |
| 5Y | -4.8% | +12.3% | -17.2% | -13.0% |
| 10Y | +152.6% | +125.5% | +27.2% | +79.5% |
| All | +528.0% | +16.9% | +511.1% | +368.9% |
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 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