+65.9%
ICE vs KEY
+106.2%
-40.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +2.0% | -1.3% | +3.3% | +2.2% |
| 30D | +12.9% | +5.1% | +7.8% | +12.0% |
| 3M | +15.4% | -7.1% | +22.5% | +16.7% |
| 6M | +13.1% | -4.4% | +17.5% | +13.7% |
| YTD | +7.5% | +4.0% | +3.4% | +6.5% |
| 1Y | +18.3% | +23.4% | -5.1% | +14.1% |
| 3Y | +65.9% | +113.9% | -48.0% | +46.6% |
| All | +65.9% | +106.2% | -40.3% | +46.6% |
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 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