+75.8%
IVV vs KEYS
+144.6%
-68.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -1.6% | -5.3% | +3.6% | -0.4% |
| 3M | +4.8% | +0.5% | +4.2% | +3.8% |
| 6M | +12.6% | +14.0% | -1.5% | +7.2% |
| YTD | +11.8% | +60.3% | -48.5% | -5.3% |
| 1Y | +17.6% | +91.3% | -73.8% | -6.7% |
| All | +75.8% | +144.6% | -68.7% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling