+155.2%
KEYS vs IRM
+102.2%
+53.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.1% |
| 7D | +3.5% | -1.4% | +4.9% | +4.2% |
| 30D | -4.5% | -7.4% | +2.9% | -1.1% |
| 3M | -0.4% | -7.4% | +6.9% | +2.9% |
| 6M | +19.1% | +8.7% | +10.5% | +14.9% |
| YTD | +66.7% | +40.9% | +25.7% | +44.5% |
| 1Y | +96.5% | +20.5% | +75.9% | +80.5% |
| 3Y | +155.2% | +101.7% | +53.4% | +64.9% |
| All | +155.2% | +102.2% | +53.0% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling