+23.7%
IWM vs KEY
+12.7%
+11.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +2.8% | +1.8% | +1.0% | +2.1% |
| 30D | +0.6% | +7.1% | -6.5% | -2.0% |
| 3M | -7.8% | -5.9% | -1.9% | -5.7% |
| 6M | -1.0% | +2.2% | -3.2% | -2.0% |
| YTD | +13.9% | +6.4% | +7.5% | +10.8% |
| 1Y | +15.4% | +24.8% | -9.3% | +5.6% |
| 3Y | +70.2% | +125.2% | -55.0% | +25.4% |
| 5Y | +23.7% | +13.0% | +10.7% | +15.0% |
| All | +23.7% | +12.7% | +11.0% | +15.0% |
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