+212.7%
KEEL vs IWD
+69.4%
+143.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -6.5% |
| 7D | +2.7% | -2.3% | +5.0% | +9.4% |
| 30D | +4.6% | -1.8% | +6.3% | +9.1% |
| 3M | -34.5% | +8.0% | -42.5% | -49.2% |
| 6M | +59.3% | +17.0% | +42.3% | +0.9% |
| YTD | +46.4% | +21.3% | +25.1% | -14.3% |
| 1Y | +96.6% | +27.9% | +68.6% | +1.8% |
| All | +212.7% | +69.4% | +143.3% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling