+1,071.7%
KEYS vs XHB
+271.2%
+800.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.2% |
| 7D | +2.9% | -1.9% | +4.8% | +4.1% |
| 30D | -1.3% | -8.3% | +7.0% | +3.7% |
| 3M | -0.1% | -7.1% | +7.0% | +3.7% |
| 6M | +17.4% | -5.3% | +22.6% | +20.1% |
| YTD | +62.9% | -3.2% | +66.1% | +63.9% |
| 1Y | +95.7% | -13.9% | +109.6% | +111.3% |
| 3Y | +150.2% | +24.9% | +125.3% | +113.4% |
| 5Y | +83.1% | +34.5% | +48.6% | +46.7% |
| 10Y | +1,020.9% | +215.5% | +805.5% | +403.8% |
| All | +1,071.7% | +271.2% | +800.5% | +384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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