+217.1%
ICE vs KEY
+167.0%
+50.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | -1.2% | +2.7% | -3.9% | -1.7% |
| 30D | +5.0% | -3.2% | +8.2% | +5.7% |
| 3M | +13.9% | +1.0% | +12.9% | +13.5% |
| 6M | -4.4% | +11.9% | -16.3% | -7.0% |
| YTD | -1.9% | +8.7% | -10.6% | -4.1% |
| 1Y | -8.1% | +18.5% | -26.6% | -12.0% |
| 3Y | +42.5% | +124.0% | -81.5% | +15.0% |
| 5Y | +40.6% | +40.8% | -0.2% | +21.8% |
| 10Y | +217.1% | +167.0% | +50.1% | +103.6% |
| All | +217.1% | +167.0% | +50.1% | +103.6% |
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