+20.4%
KEY vs IWD
+30.5%
-10.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +1.1% |
| 7D | +2.2% | -0.3% | +2.5% | +2.5% |
| 30D | -3.0% | +0.6% | -3.6% | -3.7% |
| 3M | +3.3% | +7.2% | -3.9% | -5.2% |
| 6M | +9.2% | +16.2% | -7.0% | -10.0% |
| YTD | +10.6% | +23.3% | -12.7% | -15.9% |
| 1Y | +20.4% | +29.6% | -9.2% | -15.1% |
| All | +20.4% | +30.5% | -10.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling