+24.3%
XLP vs KEYS
+55.9%
-31.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.3% | +9.7% | +2.8% |
| 7D | +5.9% | -14.8% | +20.7% | +4.6% |
| 30D | +13.5% | -25.6% | +39.0% | +11.5% |
| 3M | +8.4% | -16.2% | +24.6% | +7.1% |
| 6M | +11.5% | -18.6% | +30.2% | +10.5% |
| YTD | +20.6% | +40.7% | -20.0% | +18.7% |
| 1Y | +24.3% | +59.6% | -35.3% | +21.9% |
| All | +24.3% | +55.9% | -31.6% | +21.9% |
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