+393.3%
IVV vs KEYS
+1,072.8%
-679.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +0.1% | +2.3% | -2.1% | -0.7% |
| 30D | +0.1% | -2.6% | +2.7% | +0.7% |
| 3M | +2.0% | -4.6% | +6.6% | +2.7% |
| 6M | +13.0% | +8.7% | +4.3% | +8.0% |
| YTD | +13.6% | +61.0% | -47.4% | -7.2% |
| 1Y | +20.1% | +96.0% | -75.9% | -9.4% |
| 3Y | +77.6% | +144.4% | -66.8% | +20.1% |
| 5Y | +82.5% | +80.5% | +2.0% | +35.4% |
| 10Y | +316.5% | +974.9% | -658.4% | +71.9% |
| All | +393.3% | +1,072.8% | -679.5% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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