+503.6%
IBKR vs KEYS
+87.1%
+416.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +0.5% |
| 7D | -1.3% | +3.5% | -4.8% | -2.8% |
| 30D | -0.2% | -4.5% | +4.2% | +1.6% |
| 3M | +3.0% | -0.4% | +3.4% | +2.2% |
| 6M | +33.9% | +19.1% | +14.7% | +22.6% |
| YTD | +42.5% | +66.7% | -24.2% | +10.8% |
| 1Y | +44.9% | +96.5% | -51.6% | +4.4% |
| 3Y | +293.0% | +155.2% | +137.9% | +146.8% |
| All | +503.6% | +87.1% | +416.5% | +321.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling