+24.4%
KEY vs IRE
-98.0%
+122.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -33.9% | +31.2% | -2.3% |
| 7D | -2.5% | -57.1% | +54.7% | -1.6% |
| 30D | +4.1% | -84.4% | +88.5% | +6.4% |
| 3M | -8.4% | -85.0% | +76.6% | -6.6% |
| 6M | -2.3% | -95.2% | +93.0% | +0.1% |
| YTD | +4.6% | -93.9% | +98.5% | +4.7% |
| 1Y | +24.6% | -98.8% | +123.4% | +27.0% |
| All | +24.4% | -98.0% | +122.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling