-1.3%
IWF vs KEEL
-45.0%
+43.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.8% |
| 7D | -4.2% | -13.6% | +9.4% | -2.9% |
| 30D | -8.1% | -39.1% | +31.0% | -3.9% |
| 3M | -5.1% | -48.9% | +43.8% | +0.4% |
| 6M | -1.4% | -35.4% | +34.0% | +0.6% |
| YTD | -0.1% | -10.6% | +10.5% | -2.7% |
| 1Y | -1.3% | -45.3% | +44.0% | -1.1% |
| All | -1.3% | -45.0% | +43.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling