+113.6%
KEY vs IBB
+139.6%
-26.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +0.9% |
| 7D | -0.4% | +2.7% | -3.1% | -2.1% |
| 30D | +7.2% | +6.3% | +0.9% | +2.8% |
| 3M | -4.9% | +11.1% | -16.0% | -12.0% |
| 6M | +1.1% | +29.2% | -28.2% | -16.0% |
| YTD | +6.8% | +30.2% | -23.4% | -12.2% |
| 1Y | +23.3% | +39.5% | -16.2% | -3.5% |
| 3Y | +126.1% | +92.3% | +33.7% | +41.1% |
| 5Y | +15.2% | +43.0% | -27.8% | -13.7% |
| 10Y | +113.6% | +137.1% | -23.5% | +7.2% |
| All | +113.6% | +139.6% | -26.0% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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