+17.4%
IJH vs KEYS
+55.9%
-38.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +1.7% |
| 7D | +1.7% | -14.8% | +16.5% | +4.6% |
| 30D | +1.2% | -25.6% | +26.8% | +6.7% |
| 3M | -3.4% | -16.2% | +12.8% | -0.7% |
| 6M | +3.7% | -18.6% | +22.3% | +6.7% |
| YTD | +13.9% | +40.7% | -26.8% | +3.5% |
| 1Y | +17.4% | +59.6% | -42.2% | +3.1% |
| All | +17.4% | +55.9% | -38.5% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling