+1,080.2%
KEYS vs IBN
+236.1%
+844.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.6% |
| 7D | +4.4% | -2.2% | +6.6% | +5.0% |
| 30D | -2.2% | -2.3% | +0.1% | -1.7% |
| 3M | +0.5% | +15.9% | -15.3% | -3.5% |
| 6M | +22.4% | +5.6% | +16.8% | +20.3% |
| YTD | +64.1% | -0.1% | +64.2% | +63.7% |
| 1Y | +97.0% | -6.5% | +103.5% | +99.4% |
| 3Y | +152.0% | +29.3% | +122.7% | +132.2% |
| 5Y | +83.7% | +56.6% | +27.2% | +60.6% |
| 10Y | +997.9% | +314.4% | +683.5% | +644.7% |
| All | +1,080.2% | +236.1% | +844.1% | +661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling