+161.6%
IWM vs KEY
+120.9%
+40.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.0% | -1.3% | -0.7% | -1.5% |
| 30D | -1.5% | +5.1% | -6.6% | -3.5% |
| 3M | -8.0% | -7.1% | -0.9% | -5.3% |
| 6M | -4.1% | -4.4% | +0.3% | -2.6% |
| YTD | +11.9% | +4.0% | +7.9% | +9.6% |
| 1Y | +15.0% | +23.4% | -8.4% | +4.8% |
| 3Y | +64.2% | +113.9% | -49.7% | +17.4% |
| 5Y | +20.4% | +12.3% | +8.1% | +6.2% |
| All | +161.6% | +120.9% | +40.7% | +60.5% |
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