+140.8%
IBM vs KEYS
+1,086.4%
-945.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.6% |
| 7D | +3.6% | +2.9% | +0.6% | +2.8% |
| 30D | +1.5% | -1.3% | +2.8% | +1.6% |
| 3M | -12.9% | -0.1% | -12.8% | -14.2% |
| 6M | -3.9% | +17.4% | -21.3% | -10.4% |
| YTD | -17.3% | +62.9% | -80.3% | -31.1% |
| 1Y | -5.0% | +95.7% | -100.7% | -25.5% |
| 3Y | +78.2% | +150.2% | -72.0% | +26.4% |
| 5Y | +120.6% | +83.1% | +37.5% | +68.0% |
| 10Y | +144.5% | +1,020.9% | -876.5% | +4.1% |
| All | +140.8% | +1,086.4% | -945.7% | +4.4% |
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