+113.6%
KEY vs IWD
+212.1%
-98.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | -0.7% |
| 7D | -0.4% | +1.3% | -1.6% | -2.6% |
| 30D | +7.2% | +3.6% | +3.6% | +0.9% |
| 3M | -4.9% | +2.3% | -7.2% | -8.6% |
| 6M | +1.1% | +13.0% | -12.0% | -18.3% |
| YTD | +6.8% | +26.2% | -19.4% | -28.5% |
| 1Y | +23.3% | +30.5% | -7.2% | -22.2% |
| 3Y | +126.1% | +86.2% | +39.9% | -20.7% |
| 5Y | +15.2% | +72.9% | -57.7% | -52.3% |
| 10Y | +113.6% | +205.0% | -91.4% | -63.2% |
| All | +113.6% | +212.1% | -98.5% | -63.2% |
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