+1,058.3%
KEYS vs IRM
+598.9%
+459.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.8% |
| 7D | +2.3% | -0.5% | +2.7% | +2.4% |
| 30D | -2.6% | -8.1% | +5.5% | +0.6% |
| 3M | -4.6% | -9.7% | +5.0% | -0.9% |
| 6M | +8.7% | +10.0% | -1.3% | +4.8% |
| YTD | +61.0% | +43.0% | +18.0% | +40.1% |
| 1Y | +96.0% | +32.7% | +63.3% | +74.6% |
| 3Y | +144.4% | +102.7% | +41.7% | +81.6% |
| 5Y | +80.5% | +187.6% | -107.1% | +16.2% |
| 10Y | +974.9% | +420.1% | +554.8% | +437.0% |
| All | +1,058.3% | +598.9% | +459.4% | +418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling