+66.7%
IBIT vs KEYS
+116.5%
-49.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.5% |
| 7D | +1.4% | +4.4% | -3.0% | 0.0% |
| 30D | +20.6% | -2.2% | +22.8% | +21.0% |
| 3M | +23.7% | +0.5% | +23.1% | +21.7% |
| 6M | +15.0% | +22.4% | -7.4% | +4.2% |
| YTD | -10.6% | +64.1% | -74.7% | -30.2% |
| 1Y | -30.3% | +97.0% | -127.3% | -50.5% |
| All | +66.7% | +116.5% | -49.8% | +7.1% |
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