-38.2%
KEEL vs IWD
+72.1%
-110.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -6.5% |
| 7D | +2.7% | -2.3% | +5.0% | +9.5% |
| 30D | +4.6% | -1.8% | +6.3% | +9.2% |
| 3M | -34.5% | +8.0% | -42.5% | -49.0% |
| 6M | +59.3% | +17.0% | +42.3% | +1.4% |
| YTD | +46.4% | +21.3% | +25.1% | -14.1% |
| 1Y | +96.6% | +27.9% | +68.6% | +1.4% |
| 3Y | +182.0% | +70.1% | +111.9% | -29.8% |
| 5Y | -38.2% | +74.2% | -112.4% | -81.9% |
| All | -38.2% | +72.1% | -110.3% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling