+46.1%
ICE vs KEY
+122.6%
-76.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.7% | +2.2% | -2.9% | -1.0% |
| 30D | +7.6% | -3.0% | +10.6% | +8.1% |
| 3M | +13.9% | +3.3% | +10.6% | +13.2% |
| 6M | -2.4% | +9.2% | -11.5% | -3.9% |
| YTD | +0.3% | +10.6% | -10.4% | -1.6% |
| 1Y | -6.4% | +20.4% | -26.8% | -9.5% |
| All | +46.1% | +122.6% | -76.6% | +26.8% |
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