+232.8%
IJH vs KEYS
+1,113.8%
-880.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.8% |
| 7D | -1.9% | +3.5% | -5.4% | -3.2% |
| 30D | -4.6% | -4.5% | -0.2% | -3.2% |
| 3M | -1.2% | -0.4% | -0.7% | -2.1% |
| 6M | +9.4% | +19.1% | -9.7% | +0.4% |
| YTD | +13.3% | +66.7% | -53.3% | -10.8% |
| 1Y | +13.4% | +96.5% | -83.1% | -17.2% |
| 3Y | +50.4% | +155.2% | -104.7% | -3.8% |
| 5Y | +49.0% | +88.0% | -39.0% | +5.6% |
| 10Y | +182.6% | +1,046.8% | -864.2% | +3.4% |
| All | +232.8% | +1,113.8% | -880.9% | +21.6% |
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