+313.4%
IVV vs KEY
+107.2%
+206.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -2.3% | +6.7% | -9.1% | -4.1% |
| 3M | -1.2% | -4.6% | +3.4% | +0.1% |
| 6M | +3.3% | +2.6% | +0.7% | +2.3% |
| YTD | +12.3% | +7.0% | +5.4% | +9.7% |
| 1Y | +12.5% | +23.5% | -10.9% | +5.4% |
| 3Y | +79.2% | +126.4% | -47.2% | +38.0% |
| 5Y | +75.6% | +13.0% | +62.6% | +59.5% |
| 10Y | +313.4% | +99.5% | +213.9% | +197.3% |
| All | +313.4% | +107.2% | +206.2% | +197.3% |
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