+301.2%
KEY vs IVZ
+897.2%
-596.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.3% | -2.4% | +1.2% | -0.2% |
| 30D | +5.1% | -11.2% | +16.4% | +11.5% |
| 3M | -7.1% | -14.0% | +6.9% | +0.1% |
| 6M | -4.4% | +0.5% | -4.8% | -6.0% |
| YTD | +4.0% | +5.4% | -1.4% | -1.3% |
| 1Y | +23.4% | +19.5% | +4.0% | +9.3% |
| 3Y | +113.9% | +128.7% | -14.8% | +31.7% |
| 5Y | +12.3% | +28.8% | -16.4% | -7.0% |
| 10Y | +125.5% | +52.3% | +73.2% | +62.1% |
| All | +301.2% | +897.2% | -596.0% | +70.4% |
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