+31.3%
XLP vs KEYS
+82.0%
-50.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | -2.9% | +2.9% | -5.8% | -3.1% |
| 30D | -2.2% | -1.3% | -0.9% | -2.2% |
| 3M | -0.6% | -0.1% | -0.4% | -1.0% |
| 6M | -2.2% | +17.4% | -19.5% | -4.5% |
| YTD | +8.3% | +62.9% | -54.6% | +1.2% |
| 1Y | +5.7% | +95.7% | -90.0% | -3.7% |
| 3Y | +25.7% | +150.2% | -124.5% | +7.9% |
| 5Y | +31.3% | +83.1% | -51.8% | +15.8% |
| All | +31.3% | +82.0% | -50.7% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling