-12.3%
IP vs KEY
+12.4%
-24.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -3.0% |
| 7D | -5.0% | -2.5% | -2.5% | -4.1% |
| 30D | +6.5% | +4.1% | +2.5% | +5.0% |
| 3M | -18.0% | -8.4% | -9.7% | -15.5% |
| 6M | +10.3% | -2.3% | +12.6% | +11.3% |
| YTD | -9.9% | +4.6% | -14.4% | -11.3% |
| 1Y | -1.1% | +24.6% | -25.6% | -8.3% |
| 3Y | +13.0% | +112.8% | -99.8% | -13.2% |
| 5Y | -12.3% | +12.9% | -25.2% | -17.5% |
| All | -12.3% | +12.4% | -24.6% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling