+14.7%
XLF vs KEYS
+55.9%
-41.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.3% | +9.8% | +3.6% |
| 7D | +5.5% | -14.8% | +20.3% | +5.9% |
| 30D | +9.9% | -25.6% | +35.5% | +10.9% |
| 3M | +2.6% | -16.2% | +18.9% | +3.0% |
| 6M | +15.6% | -18.6% | +34.2% | +16.0% |
| YTD | +9.4% | +40.7% | -31.3% | +1.8% |
| 1Y | +14.7% | +59.6% | -44.9% | +4.1% |
| All | +14.7% | +55.9% | -41.2% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling