+177.6%
KEEL vs IWD
+30.5%
+147.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +5.8% |
| 7D | +7.8% | -0.3% | +8.0% | +8.8% |
| 30D | -11.7% | +0.6% | -12.3% | -14.2% |
| 3M | -41.5% | +7.2% | -48.7% | -56.0% |
| 6M | +54.9% | +16.2% | +38.7% | -14.9% |
| YTD | +47.7% | +23.3% | +24.3% | -35.5% |
| 1Y | +177.6% | +29.6% | +148.0% | +4.9% |
| All | +177.6% | +30.5% | +147.1% | +4.9% |
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