+155.4%
IEFA vs KEYS
+1,113.8%
-958.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.2% |
| 7D | -1.6% | +3.5% | -5.1% | -2.6% |
| 30D | -1.5% | -4.5% | +3.0% | -0.4% |
| 3M | +3.4% | -0.4% | +3.8% | +2.7% |
| 6M | +9.5% | +19.1% | -9.6% | +2.8% |
| YTD | +13.0% | +66.7% | -53.6% | -5.2% |
| 1Y | +18.0% | +96.5% | -78.5% | -6.4% |
| 3Y | +65.4% | +155.2% | -89.8% | +17.7% |
| 5Y | +51.6% | +88.0% | -36.4% | +16.3% |
| 10Y | +146.7% | +1,046.8% | -900.1% | +8.1% |
| All | +155.4% | +1,113.8% | -958.3% | +9.8% |
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