+59.6%
KEYS vs IRM
+19.5%
+40.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.0% | -7.2% |
| 7D | -14.8% | +2.6% | -17.4% | -16.0% |
| 30D | -25.6% | +5.6% | -31.2% | -27.6% |
| 3M | -16.2% | -4.7% | -11.5% | -14.2% |
| 6M | -18.6% | -6.1% | -12.5% | -16.4% |
| YTD | +40.7% | +46.3% | -5.6% | +23.2% |
| 1Y | +59.6% | +18.7% | +40.9% | +52.4% |
| All | +59.6% | +19.5% | +40.2% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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