+211.1%
IWM vs KEYS
+1,086.4%
-875.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.1% |
| 7D | -1.1% | +2.9% | -4.1% | -2.4% |
| 30D | -3.1% | -1.3% | -1.8% | -2.9% |
| 3M | +2.2% | -0.1% | +2.3% | +1.0% |
| 6M | +15.1% | +17.4% | -2.3% | +5.5% |
| YTD | +18.6% | +62.9% | -44.3% | -7.6% |
| 1Y | +24.0% | +95.7% | -71.8% | -11.5% |
| 3Y | +63.7% | +150.2% | -86.5% | +2.7% |
| 5Y | +38.2% | +83.1% | -44.9% | -2.8% |
| 10Y | +171.7% | +1,020.9% | -849.2% | -6.8% |
| All | +211.1% | +1,086.4% | -875.3% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 all: compounded portfolio wealth divided by compounded KEYS 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…
all analysis · Full analysis span regression · 6 months rolling