+55.4%
IOT vs KEYS
+70.2%
-14.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -2.4% |
| 7D | -4.5% | +3.5% | -8.0% | -6.4% |
| 30D | -2.4% | -4.5% | +2.0% | -0.4% |
| 3M | +19.0% | -0.4% | +19.4% | +15.2% |
| 6M | +19.6% | +19.1% | +0.5% | -1.1% |
| YTD | +8.3% | +66.7% | -58.4% | -34.6% |
| 1Y | -0.8% | +96.5% | -97.3% | -48.1% |
| 3Y | +24.4% | +155.2% | -130.7% | -51.6% |
| All | +55.4% | +70.2% | -14.8% | +16.8% |
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