+1,500.8%
IBKR vs KEYS
+1,113.8%
+387.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +0.6% |
| 7D | -1.3% | +3.5% | -4.8% | -2.7% |
| 30D | -0.2% | -4.5% | +4.2% | +1.5% |
| 3M | +3.0% | -0.4% | +3.4% | +2.3% |
| 6M | +33.9% | +19.1% | +14.7% | +23.1% |
| YTD | +42.5% | +66.7% | -24.2% | +12.4% |
| 1Y | +44.9% | +96.5% | -51.6% | +6.5% |
| 3Y | +293.0% | +155.2% | +137.9% | +154.4% |
| 5Y | +497.7% | +88.0% | +409.7% | +325.9% |
| 10Y | +1,004.4% | +1,046.8% | -42.4% | +264.4% |
| All | +1,500.8% | +1,113.8% | +387.0% | +447.9% |
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 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