+202.2%
XBI vs KEYS
+1,113.8%
-911.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -2.2% |
| 7D | -4.6% | +3.5% | -8.1% | -6.2% |
| 30D | -2.0% | -4.5% | +2.5% | -0.4% |
| 3M | +17.8% | -0.4% | +18.2% | +16.0% |
| 6M | +23.7% | +19.1% | +4.6% | +10.9% |
| YTD | +28.2% | +66.7% | -38.4% | -4.7% |
| 1Y | +64.0% | +96.5% | -32.5% | +11.2% |
| 3Y | +99.4% | +155.2% | -55.8% | +14.4% |
| 5Y | +19.3% | +88.0% | -68.6% | -21.3% |
| 10Y | +158.7% | +1,046.8% | -888.1% | -35.0% |
| All | +202.2% | +1,113.8% | -911.6% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling