+1,058.3%
KEYS vs IBB
+146.5%
+911.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.0% |
| 7D | +2.3% | +1.4% | +0.8% | +1.3% |
| 30D | -2.6% | +10.5% | -13.1% | -9.2% |
| 3M | -4.6% | +23.6% | -28.3% | -17.6% |
| 6M | +8.7% | +22.6% | -13.9% | -5.8% |
| YTD | +61.0% | +25.7% | +35.4% | +37.2% |
| 1Y | +96.0% | +51.4% | +44.6% | +48.0% |
| 3Y | +144.4% | +64.4% | +80.0% | +75.2% |
| 5Y | +80.5% | +22.1% | +58.4% | +53.0% |
| 10Y | +974.9% | +132.5% | +842.5% | +534.3% |
| All | +1,058.3% | +146.5% | +911.7% | +562.2% |
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