+108.9%
KEYS vs VSXY
+37.7%
+71.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.2% |
| 7D | +2.9% | -10.7% | +13.7% | +4.5% |
| 30D | -1.3% | -24.3% | +22.9% | +2.6% |
| 3M | -0.1% | +1.0% | -1.1% | -1.2% |
| 6M | +17.4% | +57.4% | -40.0% | +6.2% |
| YTD | +62.9% | +39.8% | +23.1% | +49.8% |
| 1Y | +95.7% | +196.5% | -100.7% | +58.6% |
| 3Y | +150.2% | +357.2% | -207.0% | +77.1% |
| 5Y | +83.1% | +18.9% | +64.2% | +51.9% |
| All | +108.9% | +37.7% | +71.2% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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