+312.2%
KEEL vs IWD
+141.5%
+170.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +8.6% |
| 7D | +21.5% | -0.2% | +21.7% | +21.7% |
| 30D | -3.9% | -0.8% | -3.1% | -3.1% |
| 3M | -34.1% | +8.0% | -42.1% | -41.7% |
| 6M | +82.8% | +18.2% | +64.7% | +45.1% |
| YTD | +58.7% | +22.3% | +36.4% | +21.7% |
| 1Y | +191.4% | +28.9% | +162.5% | +111.0% |
| 3Y | +205.7% | +71.5% | +134.2% | +67.5% |
| 5Y | -37.0% | +73.6% | -110.6% | -63.2% |
| All | +312.2% | +141.5% | +170.7% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling