+242.7%
KEY vs IRM
+9,844.9%
-9,602.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | +1.8% | +8.6% | -6.8% | -1.3% |
| 30D | +7.1% | 0.0% | +7.1% | +6.8% |
| 3M | -5.9% | -7.1% | +1.2% | -3.9% |
| 6M | +2.2% | -7.9% | +10.1% | +4.4% |
| YTD | +6.4% | +41.3% | -34.9% | -8.4% |
| 1Y | +24.8% | +20.7% | +4.0% | +13.6% |
| 3Y | +125.2% | +112.2% | +13.1% | +61.0% |
| 5Y | +13.0% | +191.2% | -178.3% | -29.5% |
| 10Y | +98.5% | +524.3% | -425.9% | -8.7% |
| All | +242.7% | +9,844.9% | -9,602.2% | -11.1% |
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