+39.2%
KEY vs ITOT
+74.3%
-35.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.1% |
| 7D | +2.7% | +0.7% | +2.1% | +1.9% |
| 30D | -3.2% | -1.1% | -2.1% | -1.9% |
| 3M | +1.0% | +3.9% | -2.9% | -3.9% |
| 6M | +11.9% | +14.7% | -2.9% | -6.2% |
| YTD | +8.7% | +13.3% | -4.6% | -7.4% |
| 1Y | +18.5% | +19.1% | -0.7% | -5.4% |
| 3Y | +124.0% | +77.3% | +46.6% | +10.0% |
| All | +39.2% | +74.3% | -35.1% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling