+65.3%
KEYS vs IBB
+30.0%
+35.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +16.7% | +1.6% | +15.1% | +16.1% |
| 30D | -17.8% | +6.7% | -24.5% | -19.3% |
| 3M | -14.2% | +6.3% | -20.5% | -16.2% |
| 6M | -15.9% | +23.9% | -39.8% | -25.9% |
| YTD | +49.7% | +26.6% | +23.1% | +29.8% |
| 1Y | +65.3% | +29.6% | +35.7% | +39.4% |
| All | +65.3% | +30.0% | +35.3% | +39.4% |
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 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