+222.8%
IAU vs KEY
+167.1%
+55.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | +0.2% | -3.3% | +3.5% | +0.1% |
| 3M | +3.3% | -0.7% | +4.0% | +3.3% |
| 6M | -14.6% | +12.5% | -27.1% | -14.3% |
| YTD | +1.9% | +8.4% | -6.5% | +2.1% |
| 1Y | +20.9% | +18.4% | +2.4% | +21.5% |
| 3Y | +127.5% | +123.3% | +4.1% | +133.6% |
| 5Y | +141.9% | +38.8% | +103.1% | +146.2% |
| 10Y | +222.8% | +169.3% | +53.5% | +247.5% |
| All | +222.8% | +167.1% | +55.6% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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