+990.2%
IBKR vs KEY
+172.4%
+817.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -1.3% | -1.5% | +0.2% | -0.7% |
| 30D | -0.2% | -3.7% | +3.4% | +1.3% |
| 3M | +3.0% | -1.3% | +4.2% | +3.5% |
| 6M | +33.9% | +13.3% | +20.5% | +27.2% |
| YTD | +42.5% | +9.0% | +33.5% | +37.8% |
| 1Y | +44.9% | +18.7% | +26.2% | +35.1% |
| 3Y | +293.0% | +125.3% | +167.7% | +178.8% |
| 5Y | +497.7% | +40.2% | +457.4% | +386.9% |
| All | +990.2% | +172.4% | +817.8% | +524.9% |
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