+94.2%
KEY vs INDA
+115.4%
-21.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | +2.9% | +1.1% | +1.8% | +2.0% |
| 30D | +8.4% | +9.4% | -0.9% | +0.5% |
| 3M | -5.8% | +2.9% | -8.7% | -8.2% |
| 6M | +5.4% | +7.2% | -1.8% | -0.9% |
| YTD | +7.1% | -4.8% | +11.9% | +10.9% |
| 1Y | +26.8% | -5.1% | +31.9% | +31.5% |
| 3Y | +128.7% | +16.7% | +112.0% | +96.6% |
| 5Y | +13.6% | +8.8% | +4.9% | +4.2% |
| All | +94.2% | +115.4% | -21.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling