+244.8%
ICE vs KEY
+121.9%
+122.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.4% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +11.4% | +7.2% | +4.2% | +9.7% |
| 3M | +16.2% | -4.9% | +21.1% | +17.4% |
| 6M | +12.5% | +1.1% | +11.4% | +12.0% |
| YTD | +8.6% | +6.8% | +1.8% | +6.5% |
| 1Y | +18.4% | +23.3% | -4.9% | +12.5% |
| 3Y | +66.4% | +126.1% | -59.6% | +34.4% |
| 5Y | +37.2% | +15.2% | +22.0% | +25.6% |
| 10Y | +244.8% | +113.6% | +131.2% | +146.5% |
| All | +244.8% | +121.9% | +122.9% | +146.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling