+1.0%
XLU vs KEYS
+55.9%
-54.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +0.6% |
| 7D | +2.6% | -14.8% | +17.4% | +3.2% |
| 30D | +9.1% | -25.6% | +34.7% | +10.5% |
| 3M | -0.4% | -16.2% | +15.8% | +0.1% |
| 6M | -4.7% | -18.6% | +14.0% | -4.1% |
| YTD | +4.3% | +40.7% | -36.4% | +1.7% |
| 1Y | +1.0% | +59.6% | -58.6% | -1.6% |
| All | +1.0% | +55.9% | -54.9% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling