+2.9%
IAU vs KEYS
+55.9%
-53.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.3% | +10.0% | +4.4% |
| 7D | -0.3% | -14.8% | +14.5% | +1.6% |
| 30D | -1.9% | -25.6% | +23.7% | +1.4% |
| 3M | -0.4% | -16.2% | +15.8% | +1.4% |
| 6M | -10.1% | -18.6% | +8.5% | -8.5% |
| YTD | -5.9% | +40.7% | -46.6% | -9.4% |
| 1Y | +2.9% | +59.6% | -56.7% | -1.8% |
| All | +2.9% | +55.9% | -53.0% | -1.8% |
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