+47.8%
IJH vs KEY
+40.7%
+7.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -3.8% | -3.3% | -0.6% | -2.7% |
| 3M | 0.0% | -0.7% | +0.8% | +0.2% |
| 6M | +8.8% | +12.5% | -3.8% | +4.2% |
| YTD | +13.5% | +8.4% | +5.1% | +10.0% |
| 1Y | +15.4% | +18.4% | -3.0% | +8.2% |
| 3Y | +50.9% | +123.3% | -72.4% | +12.8% |
| 5Y | +47.8% | +38.8% | +9.0% | +27.0% |
| All | +47.8% | +40.7% | +7.1% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling