+2,489.8%
ICE vs KEY
+27.6%
+2,462.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +2.0% | -1.3% | +3.3% | +2.5% |
| 30D | +12.9% | +5.1% | +7.8% | +11.0% |
| 3M | +15.4% | -7.1% | +22.5% | +18.0% |
| 6M | +13.1% | -4.4% | +17.5% | +14.3% |
| YTD | +7.5% | +4.0% | +3.4% | +5.3% |
| 1Y | +18.3% | +23.4% | -5.1% | +9.6% |
| 3Y | +65.9% | +113.9% | -48.0% | +23.1% |
| 5Y | +35.2% | +12.3% | +22.9% | +16.4% |
| 10Y | +266.7% | +125.5% | +141.3% | +115.1% |
| All | +2,489.8% | +27.6% | +2,462.2% | +1,465.3% |
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