+173.3%
KEY vs IWF
+727.1%
-553.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | +0.5% | +1.7% | +1.6% |
| 30D | -3.0% | -0.4% | -2.6% | -2.7% |
| 3M | +3.3% | -2.6% | +5.9% | +5.3% |
| 6M | +9.2% | +9.1% | 0.0% | -2.0% |
| YTD | +10.6% | +4.5% | +6.2% | +3.9% |
| 1Y | +20.4% | +10.1% | +10.3% | +6.4% |
| 3Y | +121.8% | +77.6% | +44.2% | +14.1% |
| 5Y | +41.1% | +73.7% | -32.6% | -27.9% |
| 10Y | +168.5% | +411.5% | -243.0% | -61.2% |
| All | +173.3% | +727.1% | -553.8% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling