+48.8%
KEY vs ITOT
+875.1%
-826.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.2% |
| 7D | +2.9% | +2.5% | +0.4% | -1.0% |
| 30D | +8.4% | -1.7% | +10.1% | +11.0% |
| 3M | -5.8% | -3.4% | -2.4% | -1.0% |
| 6M | +5.4% | +2.1% | +3.3% | +0.9% |
| YTD | +7.1% | +11.5% | -4.4% | -11.2% |
| 1Y | +26.8% | +13.6% | +13.2% | +2.0% |
| 3Y | +128.7% | +77.2% | +51.5% | -9.7% |
| 5Y | +13.6% | +64.4% | -50.7% | -49.5% |
| 10Y | +99.7% | +288.6% | -188.9% | -78.1% |
| All | +48.8% | +875.1% | -826.2% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling