-45.3%
KEEL vs IWD
+33.0%
-78.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -10.8% |
| 7D | -13.6% | +2.5% | -16.1% | -19.5% |
| 30D | -39.1% | +6.0% | -45.1% | -48.4% |
| 3M | -48.9% | +3.8% | -52.7% | -54.5% |
| 6M | -35.4% | +16.3% | -51.7% | -63.1% |
| YTD | -10.6% | +27.5% | -38.1% | -62.4% |
| 1Y | -45.3% | +32.8% | -78.1% | -79.7% |
| All | -45.3% | +33.0% | -78.4% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling