+238.5%
IAU vs KEYS
+1,113.8%
-875.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.4% | +0.5% |
| 7D | -2.0% | +3.5% | -5.5% | -2.1% |
| 30D | -1.5% | -4.5% | +2.9% | -1.4% |
| 3M | +3.3% | -0.4% | +3.7% | +3.2% |
| 6M | -16.2% | +19.1% | -35.4% | -16.5% |
| YTD | +0.7% | +66.7% | -66.0% | 0.0% |
| 1Y | +19.2% | +96.5% | -77.2% | +18.3% |
| 3Y | +124.4% | +155.2% | -30.7% | +122.6% |
| 5Y | +140.0% | +88.0% | +52.1% | +137.9% |
| 10Y | +218.9% | +1,046.8% | -827.8% | +242.8% |
| All | +238.5% | +1,113.8% | -875.3% | +273.5% |
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