-9.7%
IP vs KEYS
+55.4%
-65.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +1.4% |
| 7D | -3.0% | -3.3% | +0.3% | -2.4% |
| 30D | +10.6% | -24.5% | +35.1% | +17.8% |
| 3M | -13.6% | -15.3% | +1.7% | -11.1% |
| 6M | +10.4% | -19.8% | +30.2% | +14.6% |
| YTD | -6.5% | +42.2% | -48.7% | -19.5% |
| 1Y | -2.1% | +59.8% | -61.9% | -19.1% |
| 3Y | +22.0% | +137.0% | -115.0% | -13.9% |
| 5Y | -9.7% | +55.5% | -65.2% | -32.8% |
| All | -9.7% | +55.4% | -65.1% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling