+284.6%
IBKR vs KEY
+121.2%
+163.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | -1.8% | -2.0% | -3.0% |
| 30D | -0.3% | -3.3% | +3.0% | +1.2% |
| 3M | +4.8% | -0.2% | +5.0% | +4.8% |
| 6M | +30.8% | +12.1% | +18.7% | +24.1% |
| YTD | +39.5% | +8.4% | +31.1% | +34.7% |
| 1Y | +43.7% | +17.6% | +26.0% | +33.8% |
| All | +284.6% | +121.2% | +163.4% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling