+93.7%
KEY vs IBB
+554.8%
-461.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.0% | +2.3% | +0.5% |
| 7D | -2.5% | -3.6% | +1.1% | -0.2% |
| 30D | +4.1% | +3.4% | +0.7% | +1.6% |
| 3M | -8.4% | +9.5% | -17.8% | -14.4% |
| 6M | -2.3% | +23.3% | -25.6% | -16.0% |
| YTD | +4.6% | +24.5% | -20.0% | -11.2% |
| 1Y | +24.6% | +32.9% | -8.4% | +1.2% |
| 3Y | +112.8% | +76.6% | +36.2% | +42.9% |
| 5Y | +12.9% | +35.5% | -22.6% | -11.4% |
| 10Y | +126.7% | +156.7% | -30.1% | +13.7% |
| All | +93.7% | +554.8% | -461.1% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling