+38.8%
KEY vs IFF
-35.9%
+74.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.2% |
| 7D | -0.3% | -3.0% | +2.7% | +0.7% |
| 30D | -3.3% | -0.9% | -2.4% | -3.0% |
| 3M | -0.7% | +11.8% | -12.6% | -5.0% |
| 6M | +12.5% | +16.5% | -4.0% | +4.9% |
| YTD | +8.4% | +26.5% | -18.1% | -2.8% |
| 1Y | +18.4% | +32.7% | -14.3% | +3.7% |
| 3Y | +123.3% | +32.0% | +91.3% | +86.2% |
| 5Y | +38.8% | -36.1% | +74.9% | +50.1% |
| All | +38.8% | -35.9% | +74.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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