+776.1%
IVV vs KEY
+201.5%
+574.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +2.2% | -2.1% | -0.5% |
| 30D | +0.1% | -3.0% | +3.1% | +0.8% |
| 3M | +2.0% | +3.3% | -1.3% | +1.0% |
| 6M | +13.0% | +9.2% | +3.8% | +10.3% |
| YTD | +13.6% | +10.6% | +2.9% | +10.2% |
| 1Y | +20.1% | +20.4% | -0.3% | +13.8% |
| 3Y | +77.6% | +121.8% | -44.2% | +40.3% |
| 5Y | +82.5% | +41.1% | +41.3% | +55.7% |
| 10Y | +316.5% | +168.5% | +148.0% | +179.5% |
| All | +776.1% | +201.5% | +574.6% | +345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling