+123.6%
KEY vs IWD
+70.7%
+52.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +1.4% |
| 7D | +2.2% | -0.3% | +2.5% | +2.7% |
| 30D | -3.0% | +0.6% | -3.6% | -4.0% |
| 3M | +3.3% | +7.2% | -3.9% | -8.4% |
| 6M | +9.2% | +16.2% | -7.0% | -15.8% |
| YTD | +10.6% | +23.3% | -12.7% | -23.2% |
| 1Y | +20.4% | +29.6% | -9.2% | -23.5% |
| All | +123.6% | +70.7% | +52.9% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling