+88.0%
KEY vs IAG
+377.5%
-289.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | +3.3% | +19.1% | -15.8% | +1.9% |
| 6M | +9.2% | -10.3% | +19.4% | +9.3% |
| YTD | +10.6% | +24.2% | -13.5% | +8.2% |
| 1Y | +20.4% | +116.5% | -96.1% | +13.3% |
| 3Y | +121.8% | +742.8% | -621.0% | +88.4% |
| 5Y | +41.1% | +753.3% | -712.2% | +16.4% |
| 10Y | +168.5% | +403.2% | -234.7% | +115.9% |
| All | +88.0% | +377.5% | -289.4% | +29.1% |
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 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