+90.1%
KEYS vs IFF
-35.8%
+125.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +3.5% | -3.2% | +6.7% | +4.5% |
| 30D | -4.5% | -0.3% | -4.2% | -4.5% |
| 3M | -0.4% | +8.4% | -8.8% | -3.8% |
| 6M | +19.1% | +23.0% | -3.9% | +9.2% |
| YTD | +66.7% | +25.5% | +41.2% | +50.9% |
| 1Y | +96.5% | +29.1% | +67.4% | +75.6% |
| 3Y | +155.2% | +31.7% | +123.5% | +123.5% |
| All | +90.1% | -35.8% | +125.9% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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