+146.7%
KEYS vs IBB
+86.9%
+59.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +1.0% |
| 7D | +16.7% | +1.6% | +15.1% | +15.6% |
| 30D | -17.8% | +6.7% | -24.5% | -21.1% |
| 3M | -14.2% | +6.3% | -20.5% | -18.4% |
| 6M | -15.9% | +23.9% | -39.8% | -29.5% |
| YTD | +49.7% | +26.6% | +23.1% | +23.0% |
| 1Y | +65.3% | +29.6% | +35.7% | +33.2% |
| All | +146.7% | +86.9% | +59.8% | +54.1% |
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