+1,537.1%
SOXX vs KEY
+172.4%
+1,364.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.4% | -1.5% | +2.9% | +2.0% |
| 30D | -3.6% | -3.7% | +0.1% | -2.2% |
| 3M | -10.2% | -1.3% | -8.9% | -9.8% |
| 6M | +54.2% | +13.3% | +40.9% | +47.0% |
| YTD | +75.2% | +9.0% | +66.3% | +69.2% |
| 1Y | +107.5% | +18.7% | +88.8% | +93.6% |
| 3Y | +226.8% | +125.3% | +101.5% | +137.2% |
| 5Y | +251.2% | +40.2% | +211.0% | +192.1% |
| All | +1,537.1% | +172.4% | +1,364.7% | +966.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling