+352.5%
ICE vs KEYS
+1,067.2%
-714.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -5.3% | +0.9% | -6.3% | -5.6% |
| 30D | +3.0% | -5.3% | +8.3% | +4.0% |
| 3M | +11.4% | +0.5% | +10.9% | +10.0% |
| 6M | -2.0% | +14.0% | -16.1% | -6.8% |
| YTD | -3.1% | +60.3% | -63.4% | -16.4% |
| 1Y | -8.4% | +91.3% | -99.7% | -25.0% |
| 3Y | +40.7% | +146.1% | -105.4% | +4.4% |
| 5Y | +40.0% | +80.8% | -40.8% | +11.4% |
| 10Y | +213.5% | +1,002.8% | -789.3% | +53.5% |
| All | +352.5% | +1,067.2% | -714.7% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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