+156.9%
KEY vs IWF
+649.6%
-492.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.9% |
| 7D | -1.3% | -5.0% | +3.7% | +3.8% |
| 30D | +5.1% | -13.2% | +18.4% | +21.2% |
| 3M | -7.1% | -9.4% | +2.3% | +2.2% |
| 6M | -4.4% | -8.6% | +4.2% | +3.1% |
| YTD | +4.0% | -5.3% | +9.3% | +7.4% |
| 1Y | +23.4% | -5.0% | +28.4% | +26.7% |
| 3Y | +113.9% | +64.6% | +49.3% | +18.1% |
| 5Y | +12.3% | +50.8% | -38.5% | -33.5% |
| 10Y | +125.5% | +385.7% | -260.2% | -66.0% |
| All | +156.9% | +649.6% | -492.7% | -82.6% |
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 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