+44.2%
XLU vs KEYS
+87.1%
-42.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.8% |
| 7D | -1.6% | +3.5% | -5.1% | -2.0% |
| 30D | -3.3% | -4.5% | +1.2% | -2.8% |
| 3M | -3.2% | -0.4% | -2.7% | -3.5% |
| 6M | -7.0% | +19.1% | -26.1% | -9.7% |
| YTD | +0.6% | +66.7% | -66.0% | -7.3% |
| 1Y | +2.4% | +96.5% | -94.0% | -8.3% |
| 3Y | +46.3% | +155.2% | -108.9% | +22.5% |
| All | +44.2% | +87.1% | -42.9% | +24.7% |
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