+167.0%
KEY vs IAG
+371.0%
-204.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | +2.7% | +4.3% | -1.5% | +2.6% |
| 30D | -3.2% | +9.8% | -13.0% | -3.5% |
| 3M | +1.0% | +28.9% | -28.0% | +0.2% |
| 6M | +11.9% | -7.6% | +19.4% | +11.8% |
| YTD | +8.7% | +22.0% | -13.2% | +7.7% |
| 1Y | +18.5% | +99.5% | -81.0% | +15.9% |
| 3Y | +124.0% | +818.3% | -694.3% | +110.7% |
| 5Y | +40.8% | +785.9% | -745.1% | +30.4% |
| 10Y | +167.0% | +381.1% | -214.1% | +149.2% |
| All | +167.0% | +371.0% | -204.0% | +149.2% |
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