+141.4%
KEYS vs IRM
+112.1%
+29.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.8% |
| 7D | +9.4% | +6.8% | +2.6% | +6.0% |
| 30D | -16.8% | +2.6% | -19.4% | -17.6% |
| 3M | -15.9% | -9.5% | -6.4% | -11.8% |
| 6M | -17.6% | -8.5% | -9.1% | -14.2% |
| YTD | +46.5% | +40.3% | +6.2% | +27.8% |
| 1Y | +66.9% | +28.7% | +38.2% | +50.5% |
| 3Y | +141.4% | +111.8% | +29.6% | +50.7% |
| All | +141.4% | +112.1% | +29.3% | +50.7% |
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 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