+2,316.3%
ICE vs KEY
+35.7%
+2,280.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.7% | +2.2% | -2.9% | -1.4% |
| 30D | +7.6% | -3.0% | +10.6% | +8.6% |
| 3M | +13.9% | +3.3% | +10.6% | +12.5% |
| 6M | -2.4% | +9.2% | -11.5% | -5.5% |
| YTD | +0.3% | +10.6% | -10.4% | -3.6% |
| 1Y | -6.4% | +20.4% | -26.8% | -12.6% |
| 3Y | +43.1% | +121.8% | -78.7% | +4.5% |
| 5Y | +42.1% | +41.1% | +1.0% | +12.9% |
| 10Y | +220.9% | +168.5% | +52.4% | +76.6% |
| All | +2,316.3% | +35.7% | +2,280.5% | +1,332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling