-2.2%
IAU vs KEY
+22.3%
-24.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -4.0% | +6.9% | -10.8% | -5.0% |
| 3M | -8.2% | -5.0% | -3.2% | -7.6% |
| 6M | -14.8% | +0.7% | -15.5% | -15.4% |
| YTD | -6.7% | +6.5% | -13.1% | -8.5% |
| 1Y | -2.2% | +22.6% | -24.8% | -4.7% |
| All | -2.2% | +22.3% | -24.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling