+75.0%
KEEL vs IWD
+28.9%
+46.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +1.0% |
| 7D | +2.9% | -0.8% | +3.7% | +5.3% |
| 30D | +0.8% | -0.8% | +1.7% | +2.7% |
| 3M | -35.3% | +6.9% | -42.3% | -51.5% |
| 6M | +59.4% | +18.3% | +41.1% | -18.9% |
| YTD | +51.9% | +22.4% | +29.6% | -30.3% |
| 1Y | +75.0% | +27.4% | +47.6% | -29.0% |
| All | +75.0% | +28.9% | +46.1% | -29.0% |
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