+180.7%
XLP vs KEYS
+967.0%
-786.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.7% |
| 7D | +2.5% | +9.4% | -6.9% | +1.2% |
| 30D | +7.3% | -16.8% | +24.1% | +9.7% |
| 3M | +8.1% | -15.9% | +24.0% | +10.0% |
| 6M | +10.5% | -17.6% | +28.1% | +12.2% |
| YTD | +21.2% | +46.5% | -25.3% | +10.4% |
| 1Y | +22.7% | +66.9% | -44.2% | +9.0% |
| 3Y | +44.8% | +141.4% | -96.6% | +16.9% |
| 5Y | +44.7% | +59.5% | -14.8% | +25.3% |
| 10Y | +139.1% | +761.1% | -622.0% | +49.4% |
| All | +180.7% | +967.0% | -786.2% | +74.9% |
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 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