+145.0%
XLE vs KEYS
+1,095.1%
-950.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.5% |
| 7D | 0.0% | +4.4% | -4.4% | -1.3% |
| 30D | +12.6% | -2.2% | +14.9% | +13.1% |
| 3M | +11.8% | +0.5% | +11.3% | +10.3% |
| 6M | +16.1% | +22.4% | -6.3% | +6.6% |
| YTD | +46.9% | +64.1% | -17.2% | +20.6% |
| 1Y | +53.3% | +97.0% | -43.7% | +17.3% |
| 3Y | +54.9% | +152.0% | -97.1% | +5.4% |
| 5Y | +225.7% | +83.7% | +142.0% | +141.3% |
| 10Y | +170.7% | +997.9% | -827.2% | +2.6% |
| All | +145.0% | +1,095.1% | -950.1% | -11.1% |
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