-22.5%
IP vs KEYS
+97.6%
-120.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.1% |
| 7D | -7.7% | +3.5% | -11.2% | -8.0% |
| 30D | -15.5% | -4.5% | -11.1% | -15.2% |
| 3M | -0.6% | -0.4% | -0.2% | -0.8% |
| 6M | -8.8% | +19.1% | -27.9% | -11.0% |
| YTD | -9.6% | +66.7% | -76.2% | -14.5% |
| 1Y | -22.5% | +96.5% | -119.0% | -28.0% |
| All | -22.5% | +97.6% | -120.1% | -28.0% |
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