+55.4%
IOT vs KEY
+16.5%
+38.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.5% | -1.5% | -3.0% | -3.9% |
| 30D | -2.4% | -3.7% | +1.2% | -0.9% |
| 3M | +19.0% | -1.3% | +20.2% | +19.2% |
| 6M | +19.6% | +13.3% | +6.3% | +11.7% |
| YTD | +8.3% | +9.0% | -0.7% | +2.4% |
| 1Y | -0.8% | +18.7% | -19.5% | -9.9% |
| 3Y | +24.4% | +125.3% | -100.9% | -16.5% |
| All | +55.4% | +16.5% | +38.9% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling