+294.5%
KEEL vs IWD
+141.5%
+153.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +2.5% |
| 7D | +2.9% | -0.8% | +3.7% | +4.0% |
| 30D | +0.8% | -0.8% | +1.7% | +1.8% |
| 3M | -35.3% | +6.9% | -42.3% | -41.9% |
| 6M | +59.4% | +18.3% | +41.1% | +26.4% |
| YTD | +51.9% | +22.4% | +29.6% | +16.5% |
| 1Y | +75.0% | +27.4% | +47.6% | +28.5% |
| 3Y | +224.5% | +71.2% | +153.4% | +78.3% |
| 5Y | -35.9% | +75.7% | -111.6% | -62.8% |
| All | +294.5% | +141.5% | +153.0% | +217.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling