+1,080.2%
KEYS vs IAG
+737.9%
+342.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.0% |
| 7D | +4.4% | +4.3% | +0.2% | +4.2% |
| 30D | -2.2% | +9.8% | -12.0% | -2.9% |
| 3M | +0.5% | +28.9% | -28.4% | -1.2% |
| 6M | +22.4% | -7.6% | +30.0% | +22.3% |
| YTD | +64.1% | +22.0% | +42.1% | +61.3% |
| 1Y | +97.0% | +99.5% | -2.6% | +88.6% |
| 3Y | +152.0% | +818.3% | -666.2% | +122.4% |
| 5Y | +83.7% | +785.9% | -702.2% | +59.6% |
| 10Y | +997.9% | +381.1% | +616.8% | +847.7% |
| All | +1,080.2% | +737.9% | +342.3% | +880.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling