+113.9%
KEY vs IWF
+65.2%
+48.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.4% |
| 7D | -1.3% | -5.0% | +3.7% | +2.0% |
| 30D | +5.1% | -13.2% | +18.4% | +15.3% |
| 3M | -7.1% | -9.4% | +2.3% | -1.2% |
| 6M | -4.4% | -8.6% | +4.2% | +0.4% |
| YTD | +4.0% | -5.3% | +9.3% | +6.1% |
| 1Y | +23.4% | -5.0% | +28.4% | +25.4% |
| 3Y | +113.9% | +64.6% | +49.3% | +32.9% |
| All | +113.9% | +65.2% | +48.7% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling