+35.0%
IP vs KEYS
+1,072.8%
-1,037.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.7% |
| 7D | -5.3% | +2.3% | -7.5% | -6.0% |
| 30D | -10.9% | -2.6% | -8.2% | -10.3% |
| 3M | +11.2% | -4.6% | +15.8% | +11.7% |
| 6M | -10.2% | +8.7% | -19.0% | -14.5% |
| YTD | -2.0% | +61.0% | -63.0% | -20.4% |
| 1Y | -19.1% | +96.0% | -115.1% | -39.5% |
| 3Y | +20.9% | +144.4% | -123.6% | -19.0% |
| 5Y | -17.8% | +80.5% | -98.3% | -40.0% |
| 10Y | +23.5% | +974.9% | -951.4% | -55.4% |
| All | +35.0% | +1,072.8% | -1,037.8% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling