+19.1%
KEYS vs ITOT
+13.5%
+5.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +2.5% |
| 7D | +3.5% | -0.9% | +4.4% | +5.1% |
| 30D | -4.5% | -1.5% | -3.0% | -2.0% |
| 3M | -0.4% | +3.6% | -4.0% | -5.9% |
| 6M | +19.1% | +13.7% | +5.4% | -2.8% |
| All | +19.1% | +13.5% | +5.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 6mo: compounded portfolio wealth divided by compounded ITOT 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…
6mo analysis · Full analysis span regression · 6 months rolling