+103.2%
XLP vs KEYS
+1,049.9%
-946.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | -0.3% |
| 7D | -1.4% | +3.5% | -4.9% | -1.9% |
| 30D | -2.0% | -4.5% | +2.5% | -1.4% |
| 3M | -1.5% | -0.4% | -1.1% | -2.1% |
| 6M | -0.2% | +19.1% | -19.3% | -4.1% |
| YTD | +8.7% | +66.7% | -58.0% | -2.3% |
| 1Y | +6.3% | +96.5% | -90.1% | -7.7% |
| 3Y | +25.1% | +155.2% | -130.1% | +0.7% |
| 5Y | +32.4% | +88.0% | -55.6% | +11.8% |
| All | +103.2% | +1,049.9% | -946.7% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling