+155.4%
XLP vs KEYS
+1,072.8%
-917.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | -1.0% | +2.3% | -3.3% | -1.4% |
| 30D | -0.9% | -2.6% | +1.7% | -0.6% |
| 3M | +3.8% | -4.6% | +8.4% | +3.9% |
| 6M | -1.7% | +8.7% | -10.5% | -4.2% |
| YTD | +10.3% | +61.0% | -50.8% | -0.2% |
| 1Y | +7.8% | +96.0% | -88.2% | -6.2% |
| 3Y | +27.2% | +144.4% | -117.2% | +3.7% |
| 5Y | +32.5% | +80.5% | -48.0% | +13.1% |
| 10Y | +101.8% | +974.9% | -873.1% | +22.7% |
| All | +155.4% | +1,072.8% | -917.4% | +58.1% |
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 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