+198.6%
KEY vs IBN
+1,532.9%
-1,334.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.2% | +1.4% | +0.8% | +1.7% |
| 30D | -3.0% | -0.3% | -2.7% | -3.0% |
| 3M | +3.3% | +17.1% | -13.8% | -2.2% |
| 6M | +9.2% | +3.4% | +5.8% | +7.7% |
| YTD | +10.6% | +2.5% | +8.1% | +9.4% |
| 1Y | +20.4% | -4.2% | +24.6% | +21.4% |
| 3Y | +121.8% | +32.4% | +89.5% | +99.1% |
| 5Y | +41.1% | +59.2% | -18.1% | +19.2% |
| 10Y | +168.5% | +345.7% | -177.1% | +56.2% |
| All | +198.6% | +1,532.9% | -1,334.3% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling