+41.2%
KEY vs IAG
+764.1%
-722.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | -3.0% | +28.9% | -31.9% | -4.4% |
| 3M | +3.3% | +19.1% | -15.8% | +2.1% |
| 6M | +9.2% | -10.3% | +19.4% | +9.2% |
| YTD | +10.6% | +24.2% | -13.5% | +8.5% |
| 1Y | +20.4% | +116.5% | -96.1% | +14.3% |
| 3Y | +121.8% | +742.8% | -621.0% | +91.4% |
| All | +41.2% | +764.1% | -722.9% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling