+163.8%
KEY vs IWF
+671.5%
-507.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | -0.4% |
| 7D | -0.4% | -1.0% | +0.7% | +0.4% |
| 30D | +7.2% | -10.1% | +17.3% | +19.1% |
| 3M | -4.9% | -7.6% | +2.7% | +2.4% |
| 6M | +1.1% | -6.7% | +7.8% | +6.7% |
| YTD | +6.8% | -2.5% | +9.4% | +7.0% |
| 1Y | +23.3% | -2.1% | +25.3% | +22.6% |
| 3Y | +126.1% | +68.6% | +57.4% | +21.7% |
| 5Y | +15.2% | +55.8% | -40.6% | -34.2% |
| 10Y | +113.6% | +383.3% | -269.7% | -67.5% |
| All | +163.8% | +671.5% | -507.7% | -82.7% |
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 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