+162.3%
SOXL vs KEYS
+87.1%
+75.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.2% | -3.9% |
| 7D | +3.9% | +3.5% | +0.4% | -3.9% |
| 30D | -14.3% | -4.5% | -9.8% | -3.6% |
| 3M | -45.6% | -0.4% | -45.2% | -34.8% |
| 6M | +117.2% | +19.1% | +98.1% | +100.8% |
| YTD | +189.8% | +66.7% | +123.2% | +4.9% |
| 1Y | +317.7% | +96.5% | +221.3% | +3.1% |
| 3Y | +478.6% | +155.2% | +323.5% | -1.8% |
| All | +162.3% | +87.1% | +75.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 5y: compounded portfolio wealth divided by compounded KEYS 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…
5y analysis · Full analysis span regression · 6 months rolling