+158.2%
KEY vs IWD
+731.9%
-573.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | +1.5% |
| 7D | -2.5% | -0.9% | -1.6% | -1.1% |
| 30D | +4.1% | +2.6% | +1.4% | -0.3% |
| 3M | -8.4% | +1.2% | -9.6% | -10.2% |
| 6M | -2.3% | +12.1% | -14.4% | -19.1% |
| YTD | +4.6% | +24.1% | -19.6% | -26.7% |
| 1Y | +24.6% | +28.5% | -3.9% | -17.5% |
| 3Y | +112.8% | +79.5% | +33.3% | -15.8% |
| 5Y | +12.9% | +70.3% | -57.4% | -49.4% |
| 10Y | +126.7% | +212.5% | -85.9% | -56.3% |
| All | +158.2% | +731.9% | -573.7% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling