-5.5%
IP vs KEYS
+66.4%
-71.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.2% | -1.7% |
| 7D | -2.8% | +6.9% | -9.7% | -3.4% |
| 30D | +9.2% | -19.1% | +28.3% | +10.8% |
| 3M | -16.1% | -11.1% | -5.1% | -15.9% |
| 6M | +9.6% | -16.6% | +26.1% | +10.4% |
| YTD | -8.8% | +50.4% | -59.2% | -18.0% |
| 1Y | -5.5% | +67.5% | -73.0% | -19.6% |
| All | -5.5% | +66.4% | -71.9% | -19.6% |
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