-4.4%
KEY vs IBN
+27.5%
-31.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.9% |
| 7D | -1.3% | +15.1% | -16.4% | -6.6% |
| 30D | +5.1% | +21.6% | -16.5% | -3.0% |
| 3M | -7.1% | +11.2% | -18.3% | -10.8% |
| 6M | -4.4% | +27.8% | -32.1% | -14.6% |
| All | -4.4% | +27.5% | -31.9% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling