+162.9%
KEY vs ITOT
+303.4%
-140.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.6% |
| 7D | -1.5% | -0.9% | -0.6% | -0.3% |
| 30D | -3.7% | -1.5% | -2.2% | -1.7% |
| 3M | -1.3% | +3.6% | -4.8% | -6.2% |
| 6M | +13.3% | +13.7% | -0.4% | -5.9% |
| YTD | +9.0% | +12.9% | -4.0% | -8.6% |
| 1Y | +18.7% | +17.2% | +1.5% | -5.6% |
| 3Y | +125.3% | +75.6% | +49.6% | +2.1% |
| 5Y | +40.2% | +75.5% | -35.3% | -36.0% |
| All | +162.9% | +303.4% | -140.5% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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