+325.8%
KEY vs INDA
+119.4%
+206.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.7% |
| 7D | -1.3% | +6.6% | -7.9% | -5.6% |
| 30D | +5.1% | +10.4% | -5.2% | -1.9% |
| 3M | -7.1% | +1.5% | -8.6% | -8.2% |
| 6M | -4.4% | +1.7% | -6.1% | -5.7% |
| YTD | +4.0% | -5.8% | +9.9% | +7.9% |
| 1Y | +23.4% | -5.1% | +28.5% | +27.2% |
| 3Y | +113.9% | +16.0% | +97.9% | +91.1% |
| 5Y | +12.3% | +9.3% | +3.0% | +5.2% |
| 10Y | +125.5% | +102.1% | +23.3% | +43.1% |
| All | +325.8% | +119.4% | +206.4% | +163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling