+117.9%
KEY vs IWD
+207.5%
-89.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | +0.1% |
| 7D | -1.3% | -0.5% | -0.8% | -0.6% |
| 30D | +5.1% | +2.7% | +2.5% | +0.5% |
| 3M | -7.1% | +0.9% | -8.0% | -8.6% |
| 6M | -4.4% | +10.5% | -14.9% | -19.7% |
| YTD | +4.0% | +23.7% | -19.7% | -28.0% |
| 1Y | +23.4% | +28.7% | -5.3% | -20.4% |
| 3Y | +113.9% | +79.7% | +34.2% | -20.3% |
| 5Y | +12.3% | +69.7% | -57.4% | -52.0% |
| All | +117.9% | +207.5% | -89.6% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling