+41.2%
KEY vs IWD
+73.6%
-32.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.5% |
| 6M | +9.2% | +16.2% | -7.0% | -15.7% |
| YTD | +10.6% | +23.3% | -12.7% | -22.9% |
| 1Y | +20.4% | +29.6% | -9.2% | -23.0% |
| 3Y | +121.8% | +70.5% | +51.4% | -9.5% |
| All | +41.2% | +73.6% | -32.4% | -42.8% |
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 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