+735.8%
IVV vs KEY
+185.0%
+550.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 6M | +1.8% | -2.3% | +4.1% | +2.2% |
| YTD | +8.4% | +4.6% | +3.8% | +6.7% |
| 1Y | +9.4% | +24.6% | -15.2% | +2.8% |
| 3Y | +75.3% | +112.8% | -37.5% | +40.3% |
| 5Y | +67.8% | +12.9% | +54.9% | +51.8% |
| 10Y | +314.2% | +126.7% | +187.5% | +190.3% |
| All | +735.8% | +185.0% | +550.9% | +330.8% |
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