+108.0%
KEY vs IAG
+303.4%
-195.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.7% | -0.7% |
| 7D | -1.3% | +21.4% | -22.7% | -1.8% |
| 30D | +5.1% | +4.0% | +1.1% | +5.0% |
| 3M | -7.1% | +17.0% | -24.1% | -7.6% |
| 6M | -4.4% | +1.4% | -5.8% | -4.6% |
| YTD | +4.0% | +13.8% | -9.8% | +3.2% |
| 1Y | +23.4% | +55.8% | -32.4% | +21.6% |
| 3Y | +113.9% | +647.4% | -533.5% | +102.2% |
| 5Y | +12.3% | +519.1% | -506.8% | +4.4% |
| All | +108.0% | +303.4% | -195.4% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling