+58.8%
KEYS vs IRE
-98.1%
+157.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.8% | +16.7% | +2.4% |
| 7D | -4.5% | -41.9% | +37.4% | -0.7% |
| 30D | -23.9% | -75.1% | +51.2% | -15.8% |
| 3M | -13.1% | -82.4% | +69.3% | -2.3% |
| 6M | -19.1% | -95.5% | +76.4% | -3.5% |
| YTD | +43.4% | -93.1% | +136.5% | +58.2% |
| 1Y | +58.8% | -97.8% | +156.6% | +81.8% |
| All | +58.8% | -98.1% | +157.0% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling