+174.9%
XLB vs KEYS
+1,086.4%
-911.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | -2.9% | +2.9% | -5.9% | -3.9% |
| 30D | -3.4% | -1.3% | -2.1% | -3.2% |
| 3M | +1.6% | -0.1% | +1.7% | +0.4% |
| 6M | +3.6% | +17.4% | -13.7% | -3.6% |
| YTD | +14.2% | +62.9% | -48.7% | -6.8% |
| 1Y | +15.6% | +95.7% | -80.2% | -12.4% |
| 3Y | +33.1% | +150.2% | -117.1% | -10.2% |
| 5Y | +35.0% | +83.1% | -48.0% | -0.1% |
| 10Y | +164.5% | +1,020.9% | -856.4% | +2.1% |
| All | +174.9% | +1,086.4% | -911.5% | +4.1% |
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