+167.5%
IWM vs KEY
+173.8%
-6.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | +2.2% | -2.1% | -0.8% |
| 30D | -1.3% | -3.0% | +1.8% | 0.0% |
| 3M | +1.6% | +3.3% | -1.7% | +0.1% |
| 6M | +13.6% | +9.2% | +4.4% | +9.3% |
| YTD | +20.8% | +10.6% | +10.1% | +15.4% |
| 1Y | +26.4% | +20.4% | +6.0% | +16.4% |
| 3Y | +60.7% | +121.8% | -61.2% | +12.8% |
| 5Y | +38.2% | +41.1% | -2.9% | +10.5% |
| All | +167.5% | +173.8% | -6.2% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling