+74.8%
IVV vs KEY
+107.3%
-32.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.7% |
| 7D | -4.8% | -2.5% | -2.3% | -4.1% |
| 30D | -5.9% | +4.1% | -10.0% | -6.9% |
| 3M | -4.5% | -8.4% | +3.8% | -2.3% |
| 6M | +1.8% | -2.3% | +4.1% | +2.2% |
| YTD | +8.4% | +4.6% | +3.8% | +6.5% |
| 1Y | +9.4% | +24.6% | -15.2% | +2.4% |
| All | +74.8% | +107.3% | -32.5% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling