+76.8%
KEY vs IAG
+337.4%
-260.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.7% | -1.0% |
| 7D | -1.3% | +21.4% | -22.7% | -2.5% |
| 30D | +5.1% | +4.0% | +1.1% | +4.8% |
| 3M | -7.1% | +17.0% | -24.1% | -8.3% |
| 6M | -4.4% | +1.4% | -5.8% | -5.0% |
| YTD | +4.0% | +13.8% | -9.8% | +2.1% |
| 1Y | +23.4% | +55.8% | -32.4% | +18.7% |
| 3Y | +113.9% | +647.4% | -533.5% | +82.9% |
| 5Y | +12.3% | +519.1% | -506.8% | -5.5% |
| 10Y | +125.5% | +345.6% | -220.1% | +83.2% |
| All | +76.8% | +337.4% | -260.6% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling