+1,098.7%
KEYS vs IFF
+15.7%
+1,083.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +3.5% | -3.2% | +6.7% | +4.6% |
| 30D | -4.5% | -0.3% | -4.2% | -4.5% |
| 3M | -0.4% | +8.4% | -8.8% | -4.2% |
| 6M | +19.1% | +23.0% | -3.9% | +8.5% |
| YTD | +66.7% | +25.5% | +41.2% | +49.9% |
| 1Y | +96.5% | +29.1% | +67.4% | +74.4% |
| 3Y | +155.2% | +31.7% | +123.5% | +121.4% |
| 5Y | +88.0% | -35.2% | +123.2% | +106.9% |
| 10Y | +1,046.8% | -20.7% | +1,067.5% | +987.7% |
| All | +1,098.7% | +15.7% | +1,083.0% | +864.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling