+0.7%
XLY vs KEYS
+45.9%
-45.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.5% |
| 7D | +1.9% | -11.4% | +13.3% | +3.1% |
| 30D | +5.6% | -28.7% | +34.2% | +9.4% |
| 3M | -0.2% | -19.2% | +19.0% | +1.6% |
| 6M | -1.5% | -25.8% | +24.3% | +1.2% |
| YTD | -0.9% | +33.9% | -34.8% | -9.4% |
| 1Y | +0.7% | +47.1% | -46.4% | -10.8% |
| All | +0.7% | +45.9% | -45.3% | -10.8% |
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 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