+74.2%
XLF vs KEYS
+154.3%
-80.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | 0.0% |
| 7D | -1.5% | +3.5% | -5.0% | -2.1% |
| 30D | -1.2% | -4.5% | +3.3% | -0.5% |
| 3M | +9.2% | -0.4% | +9.6% | +8.5% |
| 6M | +16.3% | +19.1% | -2.8% | +10.6% |
| YTD | +5.4% | +66.7% | -61.2% | -8.9% |
| 1Y | +7.6% | +96.5% | -88.9% | -11.6% |
| 3Y | +74.2% | +155.2% | -80.9% | +25.9% |
| All | +74.2% | +154.3% | -80.1% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling