+152.0%
KEYS vs IBB
+64.8%
+87.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +3.4% |
| 7D | +4.4% | -1.7% | +6.1% | +5.5% |
| 30D | -2.2% | +4.9% | -7.1% | -6.2% |
| 3M | +0.5% | +24.2% | -23.7% | -15.9% |
| 6M | +22.4% | +23.8% | -1.5% | +2.0% |
| YTD | +64.1% | +23.0% | +41.1% | +37.6% |
| 1Y | +97.0% | +46.2% | +50.8% | +43.3% |
| 3Y | +152.0% | +64.8% | +87.2% | +65.0% |
| All | +152.0% | +64.8% | +87.2% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling