+12.3%
XLI vs KEYS
+55.9%
-43.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | +0.2% |
| 7D | +0.6% | -14.8% | +15.4% | +4.0% |
| 30D | -0.4% | -25.6% | +25.2% | +5.9% |
| 3M | -8.8% | -16.2% | +7.4% | -5.8% |
| 6M | -0.4% | -18.6% | +18.3% | +3.1% |
| YTD | +10.1% | +40.7% | -30.6% | +1.3% |
| 1Y | +12.3% | +59.6% | -47.3% | +0.5% |
| All | +12.3% | +55.9% | -43.6% | +0.5% |
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