+155.4%
IWM vs KEY
+109.2%
+46.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +0.6% | +6.9% | -6.3% | -2.1% |
| 3M | -6.2% | -5.0% | -1.2% | -4.3% |
| 6M | -0.8% | +0.7% | -1.5% | -1.4% |
| YTD | +14.8% | +6.5% | +8.3% | +11.3% |
| 1Y | +16.1% | +22.6% | -6.5% | +6.2% |
| 3Y | +71.5% | +125.3% | -53.8% | +20.1% |
| 5Y | +25.8% | +13.9% | +11.8% | +10.4% |
| 10Y | +155.4% | +105.3% | +50.1% | +62.3% |
| All | +155.4% | +109.2% | +46.2% | +62.3% |
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