+23.8%
IWM vs KEY
+13.1%
+10.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +1.4% | +2.9% | -1.5% | +0.3% |
| 30D | +2.3% | +8.4% | -6.2% | -0.9% |
| 3M | -8.3% | -5.8% | -2.6% | -6.3% |
| 6M | -1.3% | +5.4% | -6.8% | -3.6% |
| YTD | +13.5% | +7.1% | +6.5% | +10.1% |
| 1Y | +18.4% | +26.8% | -8.4% | +7.7% |
| 3Y | +69.6% | +128.7% | -59.1% | +24.3% |
| All | +23.8% | +13.1% | +10.6% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling