+94.2%
KEY vs IWF
+383.8%
-289.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.6% |
| 7D | +2.9% | +2.8% | +0.1% | +0.4% |
| 30D | +8.4% | -7.5% | +16.0% | +15.6% |
| 3M | -5.8% | -8.5% | +2.7% | +1.2% |
| 6M | +5.4% | -7.4% | +12.9% | +11.2% |
| YTD | +7.1% | -2.6% | +9.7% | +7.4% |
| 1Y | +26.8% | -1.8% | +28.6% | +26.1% |
| 3Y | +128.7% | +65.5% | +63.2% | +37.0% |
| 5Y | +13.6% | +55.8% | -42.2% | -28.8% |
| All | +94.2% | +383.8% | -289.6% | -63.6% |
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