+80.8%
KEYS vs IAG
+796.9%
-716.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | +0.9% | -4.1% | +5.0% | +1.4% |
| 30D | -5.3% | +10.6% | -15.9% | -6.5% |
| 3M | +0.5% | +35.4% | -34.9% | -3.4% |
| 6M | +14.0% | -9.5% | +23.6% | +14.0% |
| YTD | +60.3% | +21.8% | +38.4% | +55.0% |
| 1Y | +91.3% | +84.1% | +7.2% | +77.3% |
| 3Y | +146.1% | +817.4% | -671.2% | +91.1% |
| 5Y | +80.8% | +830.1% | -749.3% | +38.6% |
| All | +80.8% | +796.9% | -716.1% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling