+226.0%
XLE vs KEYS
+79.0%
+147.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +0.5% | +0.9% | -0.5% | +0.3% |
| 30D | +6.6% | -5.3% | +11.8% | +7.4% |
| 3M | +12.3% | +0.5% | +11.8% | +11.4% |
| 6M | +18.4% | +14.0% | +4.3% | +13.8% |
| YTD | +47.2% | +60.3% | -13.0% | +29.7% |
| 1Y | +50.3% | +91.3% | -41.1% | +26.0% |
| 3Y | +55.3% | +146.1% | -90.8% | +19.8% |
| 5Y | +226.0% | +80.8% | +145.2% | +165.9% |
| All | +226.0% | +79.0% | +147.0% | +165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling