+107.5%
SOXX vs KEY
+18.0%
+89.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | +1.4% | -1.5% | +2.9% | +2.1% |
| 30D | -3.6% | -3.7% | +0.1% | -2.0% |
| 3M | -10.2% | -1.3% | -8.9% | -9.9% |
| 6M | +54.2% | +13.3% | +40.9% | +45.3% |
| YTD | +75.2% | +9.0% | +66.3% | +67.0% |
| 1Y | +107.5% | +18.7% | +88.8% | +89.3% |
| All | +107.5% | +18.0% | +89.5% | +89.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling