+223.9%
XLV vs KEYS
+1,113.8%
-889.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.1% |
| 7D | -3.6% | +3.5% | -7.0% | -4.4% |
| 30D | -1.8% | -4.5% | +2.6% | -1.0% |
| 3M | +7.8% | -0.4% | +8.2% | +6.7% |
| 6M | +9.1% | +19.1% | -10.0% | +2.6% |
| YTD | +7.7% | +66.7% | -58.9% | -8.4% |
| 1Y | +20.4% | +96.5% | -76.0% | -2.6% |
| 3Y | +30.8% | +155.2% | -124.4% | -4.4% |
| 5Y | +34.6% | +88.0% | -53.4% | +5.3% |
| 10Y | +173.4% | +1,046.8% | -873.4% | +24.7% |
| All | +223.9% | +1,113.8% | -889.9% | +49.2% |
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