+312.0%
KEY vs IVZ
+964.6%
-652.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.8% | -4.1% | -0.9% |
| 7D | -0.4% | +4.1% | -4.5% | -2.8% |
| 30D | +7.2% | -2.0% | +9.2% | +7.9% |
| 3M | -4.9% | -7.8% | +2.9% | -1.3% |
| 6M | +1.1% | +6.3% | -5.2% | -3.6% |
| YTD | +6.8% | +12.6% | -5.7% | -2.2% |
| 1Y | +23.3% | +27.6% | -4.3% | +5.4% |
| 3Y | +126.1% | +154.0% | -28.0% | +31.6% |
| 5Y | +15.2% | +37.3% | -22.1% | -7.9% |
| 10Y | +113.6% | +50.5% | +63.0% | +53.8% |
| All | +312.0% | +964.6% | -652.6% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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