+221.9%
IWF vs KEEL
+280.1%
-58.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.3% | +6.3% | -0.5% |
| 7D | -1.7% | +2.7% | -4.4% | -1.9% |
| 30D | -1.8% | +4.6% | -6.4% | -2.4% |
| 3M | +1.5% | -34.5% | +35.9% | +3.2% |
| 6M | +7.7% | +59.3% | -51.6% | +3.2% |
| YTD | +2.7% | +46.4% | -43.7% | -1.6% |
| 1Y | +6.8% | +96.6% | -89.8% | -0.9% |
| 3Y | +76.9% | +182.0% | -105.1% | +54.1% |
| 5Y | +73.4% | -38.2% | +111.6% | +53.3% |
| All | +221.9% | +280.1% | -58.2% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling