+14.5%
KEY vs IWD
+72.9%
-58.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.2% |
| 7D | +2.9% | +2.3% | +0.6% | -0.9% |
| 30D | +8.4% | +3.6% | +4.9% | +2.2% |
| 3M | -5.8% | +2.2% | -7.9% | -9.1% |
| 6M | +5.4% | +13.0% | -7.5% | -14.5% |
| YTD | +7.1% | +26.5% | -19.5% | -28.6% |
| 1Y | +26.8% | +30.1% | -3.3% | -19.5% |
| 3Y | +128.7% | +84.9% | +43.8% | -19.2% |
| All | +14.5% | +72.9% | -58.5% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling