+16.3%
XLF vs KEYS
+19.2%
-2.8%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.6% |
| 7D | -1.5% | +3.5% | -5.0% | -1.5% |
| 30D | -1.2% | -4.5% | +3.3% | -1.1% |
| 3M | +9.2% | -0.4% | +9.6% | +8.8% |
| 6M | +16.3% | +19.1% | -2.8% | +11.3% |
| All | +16.3% | +19.2% | -2.8% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling