+176.8%
XLP vs KEYS
+990.4%
-813.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -0.2% | +16.7% | -16.9% | -2.4% |
| 30D | +8.2% | -17.8% | +26.0% | +10.8% |
| 3M | +7.7% | -14.2% | +21.9% | +9.4% |
| 6M | +9.3% | -15.9% | +25.2% | +10.7% |
| YTD | +19.5% | +49.7% | -30.2% | +8.6% |
| 1Y | +21.0% | +65.3% | -44.3% | +7.8% |
| 3Y | +43.2% | +144.9% | -101.6% | +15.5% |
| 5Y | +42.7% | +63.0% | -20.3% | +23.2% |
| 10Y | +135.7% | +780.0% | -644.3% | +46.9% |
| All | +176.8% | +990.4% | -813.6% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling