+23.4%
KEY vs IRE
-98.3%
+121.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +39.6% | -40.1% | -1.0% |
| 7D | -1.3% | -27.2% | +25.9% | -1.1% |
| 30D | +5.1% | -75.1% | +80.3% | +6.7% |
| 3M | -7.1% | -77.9% | +70.8% | -5.9% |
| 6M | -4.4% | -94.6% | +90.2% | -2.2% |
| YTD | +4.0% | -91.5% | +95.6% | +3.3% |
| 1Y | +23.4% | -97.8% | +121.2% | +25.7% |
| All | +23.4% | -98.3% | +121.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling