+53.8%
KEY vs ITOT
+896.7%
-842.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -3.0% | 0.0% | -3.0% | -3.1% |
| 3M | +3.3% | +2.0% | +1.4% | -0.4% |
| 6M | +9.2% | +13.0% | -3.9% | -10.9% |
| YTD | +10.6% | +14.0% | -3.3% | -10.9% |
| 1Y | +20.4% | +19.9% | +0.5% | -10.8% |
| 3Y | +121.8% | +75.8% | +46.0% | -10.7% |
| 5Y | +41.1% | +73.8% | -32.7% | -42.6% |
| 10Y | +168.5% | +295.9% | -127.4% | -71.2% |
| All | +53.8% | +896.7% | -842.9% | -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