+306.5%
IVV vs KEY
+120.9%
+185.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | -5.4% | +5.1% | -10.5% | -6.7% |
| 3M | -4.1% | -7.1% | +3.1% | -2.2% |
| 6M | +0.7% | -4.4% | +5.1% | +1.7% |
| YTD | +8.7% | +4.0% | +4.7% | +7.0% |
| 1Y | +11.0% | +23.4% | -12.4% | +3.9% |
| 3Y | +75.4% | +113.9% | -38.5% | +37.4% |
| 5Y | +68.3% | +12.3% | +56.0% | +53.0% |
| All | +306.5% | +120.9% | +185.6% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling