+25.4%
IP vs KEY
+122.1%
-96.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -2.8% |
| 7D | -5.0% | -2.5% | -2.5% | -3.9% |
| 30D | +6.5% | +4.1% | +2.5% | +4.7% |
| 3M | -18.0% | -8.4% | -9.7% | -15.0% |
| 6M | +10.3% | -2.3% | +12.6% | +11.5% |
| YTD | -9.9% | +4.6% | -14.4% | -11.8% |
| 1Y | -1.1% | +24.6% | -25.6% | -10.1% |
| 3Y | +13.0% | +112.8% | -99.8% | -20.7% |
| 5Y | -12.3% | +12.9% | -25.2% | -23.3% |
| All | +25.4% | +122.1% | -96.6% | -23.4% |
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