+15.2%
KEY vs IBB
+41.1%
-25.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.1% |
| 7D | -0.4% | +2.7% | -3.1% | -2.0% |
| 30D | +7.2% | +6.3% | +0.9% | +3.2% |
| 3M | -4.9% | +11.1% | -16.0% | -11.5% |
| 6M | +1.1% | +29.2% | -28.2% | -15.0% |
| YTD | +6.8% | +30.2% | -23.4% | -11.2% |
| 1Y | +23.3% | +39.5% | -16.2% | -2.4% |
| 3Y | +126.1% | +92.3% | +33.7% | +43.2% |
| 5Y | +15.2% | +43.0% | -27.8% | -25.4% |
| All | +15.2% | +41.1% | -25.9% | -25.4% |
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