+6.0%
IOT vs KEYS
+45.0%
-39.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.8% | +4.8% | -4.8% |
| 7D | -1.3% | -21.0% | +19.6% | -3.6% |
| 30D | -1.6% | -32.8% | +31.3% | -5.4% |
| 3M | +6.1% | -22.4% | +28.5% | +3.9% |
| 6M | +34.9% | -26.8% | +61.7% | +32.6% |
| YTD | +15.9% | +28.3% | -12.3% | -9.2% |
| 1Y | +6.0% | +40.2% | -34.2% | -20.1% |
| All | +6.0% | +45.0% | -39.0% | -20.1% |
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