+29.1%
XLV vs KEYS
+45.0%
-16.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.8% | +6.3% | -2.9% |
| 7D | +0.5% | -21.0% | +21.5% | -0.6% |
| 30D | +10.7% | -32.8% | +43.5% | +8.9% |
| 3M | +13.1% | -22.4% | +35.5% | +11.8% |
| 6M | +28.3% | -26.8% | +55.1% | +27.1% |
| YTD | +20.9% | +28.3% | -7.3% | +13.0% |
| 1Y | +29.1% | +40.2% | -11.2% | +18.6% |
| All | +29.1% | +45.0% | -16.0% | +18.6% |
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