+59.6%
KEYS vs IAG
+56.5%
+3.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +10.2% | -16.5% | -8.4% |
| 7D | -14.8% | +1.1% | -15.9% | -15.1% |
| 30D | -25.6% | -5.3% | -20.3% | -24.8% |
| 3M | -16.2% | +18.0% | -34.3% | -20.0% |
| 6M | -18.6% | +7.1% | -25.8% | -21.2% |
| YTD | +40.7% | +5.9% | +34.7% | +35.8% |
| 1Y | +59.6% | +59.4% | +0.2% | +32.1% |
| All | +59.6% | +56.5% | +3.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling