+143.8%
IBM vs KEYS
+1,049.9%
-906.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +2.9% |
| 7D | +3.6% | +3.5% | +0.1% | +2.7% |
| 30D | +3.1% | -4.5% | +7.6% | +4.1% |
| 3M | -10.8% | -0.4% | -10.4% | -12.0% |
| 6M | -0.8% | +19.1% | -19.9% | -7.9% |
| YTD | -16.2% | +66.7% | -82.9% | -30.8% |
| 1Y | -2.9% | +96.5% | -99.3% | -24.2% |
| 3Y | +79.8% | +155.2% | -75.3% | +25.9% |
| 5Y | +124.9% | +88.0% | +36.9% | +69.1% |
| All | +143.8% | +1,049.9% | -906.1% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling