+256.4%
KEY vs IRM
+9,964.6%
-9,708.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -3.0% | -8.1% | +5.1% | 0.0% |
| 3M | +3.3% | -9.7% | +13.0% | +6.9% |
| 6M | +9.2% | +10.0% | -0.8% | +4.5% |
| YTD | +10.6% | +43.0% | -32.3% | -4.7% |
| 1Y | +20.4% | +32.7% | -12.3% | +6.0% |
| 3Y | +121.8% | +102.7% | +19.1% | +62.2% |
| 5Y | +41.1% | +187.6% | -146.4% | -11.2% |
| 10Y | +168.5% | +420.1% | -251.6% | +31.6% |
| All | +256.4% | +9,964.6% | -9,708.2% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling