+15.9%
IP vs KEYS
+1,005.8%
-989.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -5.9% | +0.9% | -6.8% | -6.2% |
| 30D | -17.0% | -5.3% | -11.8% | -15.7% |
| 3M | +8.9% | +0.5% | +8.4% | +7.4% |
| 6M | -10.0% | +14.0% | -24.0% | -15.7% |
| YTD | -9.8% | +60.3% | -70.0% | -26.8% |
| 1Y | -22.6% | +91.3% | -113.9% | -41.8% |
| 3Y | +13.1% | +146.1% | -133.1% | -25.1% |
| 5Y | -22.3% | +80.8% | -103.1% | -43.7% |
| All | +15.9% | +1,005.8% | -989.9% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling