+136.9%
XRT vs KEYS
+1,086.4%
-949.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.4% | +2.9% | -5.3% | -3.5% |
| 30D | -6.9% | -1.3% | -5.6% | -6.9% |
| 3M | -0.4% | -0.1% | -0.3% | -2.0% |
| 6M | +2.2% | +17.4% | -15.1% | -6.6% |
| YTD | -0.7% | +62.9% | -63.6% | -22.5% |
| 1Y | -2.0% | +95.7% | -97.7% | -29.9% |
| 3Y | +41.0% | +150.2% | -109.2% | -11.4% |
| 5Y | -3.3% | +83.1% | -86.4% | -31.8% |
| 10Y | +124.8% | +1,020.9% | -896.1% | -15.8% |
| All | +136.9% | +1,086.4% | -949.5% | -12.7% |
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