+167.0%
KEY vs IWF
+409.9%
-242.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.5% |
| 7D | +2.7% | +1.5% | +1.2% | +1.4% |
| 30D | -3.2% | -1.3% | -1.9% | -2.1% |
| 3M | +1.0% | +0.1% | +0.8% | +0.2% |
| 6M | +11.9% | +10.3% | +1.6% | +1.2% |
| YTD | +8.7% | +4.2% | +4.6% | +3.5% |
| 1Y | +18.5% | +9.3% | +9.2% | +7.4% |
| 3Y | +124.0% | +79.3% | +44.6% | +25.6% |
| 5Y | +40.8% | +73.8% | -33.0% | -20.0% |
| 10Y | +167.0% | +410.9% | -243.9% | -52.7% |
| All | +167.0% | +409.9% | -242.9% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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