+10.6%
XLK vs KEYS
+45.0%
-34.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -8.8% | +0.8% | -4.6% |
| 7D | -14.0% | -21.0% | +7.0% | -6.0% |
| 30D | -19.6% | -32.8% | +13.2% | -7.0% |
| 3M | -12.6% | -22.4% | +9.9% | -4.2% |
| 6M | -1.7% | -26.8% | +25.0% | +9.0% |
| YTD | +13.2% | +28.3% | -15.1% | +5.9% |
| 1Y | +10.6% | +40.2% | -29.6% | +0.9% |
| All | +10.6% | +45.0% | -34.4% | +0.9% |
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 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