+241.5%
SOXX vs KEY
+37.7%
+203.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.0% | -1.8% | +4.8% | +3.7% |
| 30D | -3.1% | -3.3% | +0.2% | -1.9% |
| 3M | -4.4% | -0.2% | -4.2% | -4.4% |
| 6M | +52.9% | +12.1% | +40.8% | +46.1% |
| YTD | +72.0% | +8.4% | +63.6% | +66.2% |
| 1Y | +105.1% | +17.6% | +87.5% | +91.6% |
| 3Y | +220.6% | +123.3% | +97.3% | +135.5% |
| All | +241.5% | +37.7% | +203.8% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling