+14.5%
KEY vs IBN
+73.5%
-59.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +2.9% | +1.9% | +1.1% | +1.9% |
| 30D | +8.4% | +22.1% | -13.7% | -3.5% |
| 3M | -5.8% | +17.1% | -22.9% | -14.2% |
| 6M | +5.4% | +35.5% | -30.1% | -12.0% |
| YTD | +7.1% | +16.8% | -9.8% | -3.0% |
| 1Y | +26.8% | +12.4% | +14.4% | +17.4% |
| 3Y | +128.7% | +58.0% | +70.6% | +59.7% |
| All | +14.5% | +73.5% | -59.0% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling