+23.4%
KEY vs IBB
+35.8%
-12.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.9% |
| 7D | -1.3% | -1.8% | +0.6% | -0.9% |
| 30D | +5.1% | +5.1% | +0.1% | +4.2% |
| 3M | -7.1% | +10.7% | -17.8% | -9.2% |
| 6M | -4.4% | +22.9% | -27.3% | -9.6% |
| YTD | +4.0% | +26.7% | -22.7% | -2.8% |
| 1Y | +23.4% | +35.1% | -11.7% | +14.0% |
| All | +23.4% | +35.8% | -12.3% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling