+12.2%
KEY vs IRM
+168.2%
-156.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -1.3% | -8.6% | +7.3% | +1.6% |
| 30D | +5.1% | -8.0% | +13.1% | +7.8% |
| 3M | -7.1% | -12.0% | +4.9% | -3.4% |
| 6M | -4.4% | -18.2% | +13.8% | +1.7% |
| YTD | +4.0% | +31.4% | -27.3% | -8.1% |
| 1Y | +23.4% | +9.2% | +14.2% | +16.9% |
| 3Y | +113.9% | +94.6% | +19.3% | +44.4% |
| All | +12.2% | +168.2% | -156.0% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling