+215.2%
XLY vs KEYS
+1,049.9%
-834.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.7% |
| 7D | -1.7% | +3.5% | -5.2% | -3.0% |
| 30D | -4.2% | -4.5% | +0.3% | -2.8% |
| 3M | -2.7% | -0.4% | -2.3% | -3.9% |
| 6M | -0.6% | +19.1% | -19.8% | -9.5% |
| YTD | -5.0% | +66.7% | -71.7% | -26.4% |
| 1Y | -4.1% | +96.5% | -100.6% | -31.3% |
| 3Y | +33.6% | +155.2% | -121.6% | -16.9% |
| 5Y | +28.7% | +88.0% | -59.3% | -10.4% |
| All | +215.2% | +1,049.9% | -834.7% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling