+74.2%
KEYS vs IRE
-97.7%
+171.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.8% | +16.7% | +2.4% |
| 7D | -4.5% | -41.9% | +37.4% | -0.8% |
| 30D | -23.9% | -75.1% | +51.2% | -15.9% |
| 3M | -13.1% | -82.4% | +69.3% | -2.5% |
| 6M | -19.1% | -95.5% | +76.4% | -3.8% |
| YTD | +43.4% | -93.1% | +136.5% | +57.3% |
| 1Y | +58.8% | -97.8% | +156.6% | +83.7% |
| All | +74.2% | -97.7% | +171.9% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling