+1,039.9%
KEY vs IFF
+802.8%
+237.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | +2.9% | -1.8% | +4.7% | +3.9% |
| 30D | +8.4% | -9.4% | +17.9% | +13.9% |
| 3M | -5.8% | -3.0% | -2.8% | -4.9% |
| 6M | +5.4% | +5.8% | -0.4% | +0.5% |
| YTD | +7.1% | +22.4% | -15.3% | -8.1% |
| 1Y | +26.8% | +23.0% | +3.8% | +8.3% |
| 3Y | +128.7% | +21.8% | +106.9% | +88.6% |
| 5Y | +13.6% | -39.2% | +52.9% | +33.0% |
| 10Y | +99.7% | -12.4% | +112.1% | +81.9% |
| All | +1,039.9% | +802.8% | +237.1% | +264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling