+70.5%
ICE vs KEY
+127.6%
-57.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +3.6% | +2.9% | +0.7% | +3.1% |
| 30D | +15.1% | +8.4% | +6.6% | +13.6% |
| 3M | +15.4% | -5.8% | +21.1% | +16.4% |
| 6M | +16.1% | +5.4% | +10.7% | +15.0% |
| YTD | +11.4% | +7.1% | +4.3% | +9.8% |
| 1Y | +18.5% | +26.8% | -8.3% | +13.7% |
| 3Y | +70.5% | +128.7% | -58.2% | +51.5% |
| All | +70.5% | +127.6% | -57.1% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling