+143.7%
XLC vs KEYS
+453.3%
-309.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.4% |
| 7D | +0.5% | +3.5% | -3.0% | -0.7% |
| 30D | +2.1% | -4.5% | +6.6% | +3.4% |
| 3M | +0.7% | -0.4% | +1.1% | -0.6% |
| 6M | -3.2% | +19.1% | -22.3% | -11.3% |
| YTD | -3.8% | +66.7% | -70.5% | -24.1% |
| 1Y | -2.0% | +96.5% | -98.5% | -28.2% |
| 3Y | +71.4% | +155.2% | -83.8% | +8.5% |
| 5Y | +40.7% | +88.0% | -47.3% | -0.7% |
| All | +143.7% | +453.3% | -309.6% | +1.7% |
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