+1,080.2%
KEYS vs IRM
+594.2%
+486.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +4.4% | +1.6% | +2.8% | +3.7% |
| 30D | -2.2% | -4.2% | +2.0% | -0.5% |
| 3M | +0.5% | -5.4% | +5.9% | +2.6% |
| 6M | +22.4% | +12.0% | +10.4% | +17.1% |
| YTD | +64.1% | +42.0% | +22.0% | +43.2% |
| 1Y | +97.0% | +29.9% | +67.1% | +76.9% |
| 3Y | +152.0% | +104.4% | +47.7% | +86.7% |
| 5Y | +83.7% | +191.0% | -107.3% | +17.9% |
| 10Y | +997.9% | +417.1% | +580.7% | +449.8% |
| All | +1,080.2% | +594.2% | +486.1% | +429.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling