+1,047.0%
IJH vs KEY
+168.4%
+878.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.3% | +2.9% | -0.6% | +1.4% |
| 30D | +2.1% | +8.4% | -6.4% | -0.5% |
| 3M | -5.7% | -5.8% | +0.1% | -4.0% |
| 6M | +1.4% | +5.4% | -4.0% | -0.4% |
| YTD | +12.6% | +7.1% | +5.6% | +10.0% |
| 1Y | +16.1% | +26.8% | -10.7% | +7.6% |
| 3Y | +57.8% | +128.7% | -70.9% | +20.3% |
| 5Y | +36.8% | +13.6% | +23.1% | +23.2% |
| 10Y | +173.7% | +99.7% | +74.1% | +97.1% |
| All | +1,047.0% | +168.4% | +878.5% | +487.8% |
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