+183.6%
XLU vs KEYS
+1,113.8%
-930.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.9% |
| 7D | -1.6% | +3.5% | -5.1% | -2.1% |
| 30D | -3.3% | -4.5% | +1.2% | -2.7% |
| 3M | -3.2% | -0.4% | -2.7% | -3.6% |
| 6M | -7.0% | +19.1% | -26.1% | -10.3% |
| YTD | +0.6% | +66.7% | -66.0% | -8.8% |
| 1Y | +2.4% | +96.5% | -94.0% | -10.1% |
| 3Y | +46.3% | +155.2% | -108.9% | +20.1% |
| 5Y | +44.0% | +88.0% | -44.0% | +23.4% |
| 10Y | +140.1% | +1,046.8% | -906.7% | +61.7% |
| All | +183.6% | +1,113.8% | -930.1% | +94.8% |
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