+41.2%
KEY vs IBB
+22.5%
+18.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +2.2% | +1.4% | +0.8% | +1.4% |
| 30D | -3.0% | +10.5% | -13.5% | -9.1% |
| 3M | +3.3% | +23.6% | -20.3% | -10.0% |
| 6M | +9.2% | +22.6% | -13.4% | -4.7% |
| YTD | +10.6% | +25.7% | -15.0% | -5.3% |
| 1Y | +20.4% | +51.4% | -31.0% | -9.4% |
| 3Y | +121.8% | +64.4% | +57.5% | +56.7% |
| All | +41.2% | +22.5% | +18.7% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling