+145.4%
KEYS vs IBN
+25.1%
+120.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +0.9% | -5.5% | +6.4% | +2.5% |
| 30D | -5.3% | -3.4% | -1.8% | -4.4% |
| 3M | +0.5% | +8.7% | -8.2% | -2.1% |
| 6M | +14.0% | +3.7% | +10.3% | +12.3% |
| YTD | +60.3% | -2.4% | +62.6% | +60.0% |
| 1Y | +91.3% | -8.1% | +99.4% | +93.1% |
| All | +145.4% | +25.1% | +120.3% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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