+123.6%
KEY vs IRM
+103.0%
+20.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.2% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -3.0% | -8.1% | +5.1% | -0.7% |
| 3M | +3.3% | -9.7% | +13.0% | +6.1% |
| 6M | +9.2% | +10.0% | -0.8% | +5.5% |
| YTD | +10.6% | +43.0% | -32.3% | -2.3% |
| 1Y | +20.4% | +32.7% | -12.3% | +8.2% |
| All | +123.6% | +103.0% | +20.6% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling