+290.8%
XLF vs KEYS
+1,113.8%
-822.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.6% |
| 7D | -1.5% | +3.5% | -5.0% | -2.6% |
| 30D | -1.2% | -4.5% | +3.3% | +0.1% |
| 3M | +9.2% | -0.4% | +9.6% | +8.0% |
| 6M | +16.3% | +19.1% | -2.8% | +7.4% |
| YTD | +5.4% | +66.7% | -61.2% | -14.9% |
| 1Y | +7.6% | +96.5% | -88.9% | -18.7% |
| 3Y | +74.2% | +155.2% | -80.9% | +15.8% |
| 5Y | +66.1% | +88.0% | -21.9% | +21.0% |
| 10Y | +252.8% | +1,046.8% | -794.0% | +32.8% |
| All | +290.8% | +1,113.8% | -822.9% | +48.8% |
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