+105.3%
KEY vs IWF
+377.5%
-272.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.4% |
| 7D | +0.5% | -2.9% | +3.4% | +3.0% |
| 30D | +6.9% | -10.9% | +17.7% | +17.7% |
| 3M | -5.0% | -8.1% | +3.1% | +1.7% |
| 6M | +0.7% | -7.5% | +8.3% | +6.4% |
| YTD | +6.5% | -3.4% | +9.8% | +7.6% |
| 1Y | +22.6% | -5.0% | +27.6% | +25.7% |
| 3Y | +125.3% | +64.0% | +61.3% | +36.1% |
| 5Y | +13.9% | +56.8% | -42.9% | -29.1% |
| 10Y | +105.3% | +381.2% | -275.8% | -59.5% |
| All | +105.3% | +377.5% | -272.1% | -59.5% |
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