+35.5%
XLV vs KEYS
+87.1%
-51.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.8% |
| 7D | -3.6% | +3.5% | -7.0% | -4.1% |
| 30D | -1.8% | -4.5% | +2.6% | -1.3% |
| 3M | +7.8% | -0.4% | +8.2% | +7.1% |
| 6M | +9.1% | +19.1% | -10.0% | +4.3% |
| YTD | +7.7% | +66.7% | -58.9% | -4.8% |
| 1Y | +20.4% | +96.5% | -76.0% | +2.2% |
| 3Y | +30.8% | +155.2% | -124.4% | +1.6% |
| All | +35.5% | +87.1% | -51.6% | +10.0% |
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