+105.3%
KEY vs IBN
+364.2%
-258.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.9% |
| 7D | +0.5% | +15.8% | -15.2% | -6.6% |
| 30D | +6.9% | +25.1% | -18.2% | -4.4% |
| 3M | -5.0% | +16.0% | -21.0% | -11.9% |
| 6M | +0.7% | +32.8% | -32.0% | -12.7% |
| YTD | +6.5% | +18.0% | -11.6% | -2.6% |
| 1Y | +22.6% | +15.9% | +6.7% | +13.0% |
| 3Y | +125.3% | +57.6% | +67.7% | +74.6% |
| 5Y | +13.9% | +74.7% | -60.8% | -15.8% |
| 10Y | +105.3% | +373.9% | -268.6% | +2.4% |
| All | +105.3% | +364.2% | -258.8% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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