+155.2%
KEYS vs IAG
+804.5%
-649.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.9% |
| 7D | +3.5% | -1.1% | +4.6% | +3.6% |
| 30D | -4.5% | +12.1% | -16.6% | -6.1% |
| 3M | -0.4% | +25.5% | -25.9% | -4.0% |
| 6M | +19.1% | -7.1% | +26.2% | +18.5% |
| YTD | +66.7% | +22.9% | +43.8% | +60.5% |
| 1Y | +96.5% | +83.3% | +13.1% | +81.1% |
| 3Y | +155.2% | +808.5% | -653.4% | +95.7% |
| All | +155.2% | +804.5% | -649.3% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling