+2,557.3%
SOXX vs KEY
+102.7%
+2,454.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | +5.6% | +2.7% | +2.9% | +4.7% |
| 30D | -2.7% | -3.2% | +0.5% | -1.8% |
| 3M | -7.5% | +1.0% | -8.4% | -7.8% |
| 6M | +63.5% | +11.9% | +51.6% | +57.8% |
| YTD | +75.7% | +8.7% | +66.9% | +70.8% |
| 1Y | +113.3% | +18.5% | +94.9% | +101.6% |
| 3Y | +227.4% | +124.0% | +103.5% | +150.8% |
| 5Y | +256.2% | +40.8% | +215.3% | +202.6% |
| 10Y | +1,512.5% | +167.0% | +1,345.5% | +953.2% |
| All | +2,557.3% | +102.7% | +2,454.6% | +1,067.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling