+1,098.7%
KEYS vs ITOT
+374.5%
+724.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.0% |
| 7D | +3.5% | -0.9% | +4.4% | +4.6% |
| 30D | -4.5% | -1.5% | -3.0% | -2.8% |
| 3M | -0.4% | +3.6% | -4.0% | -3.9% |
| 6M | +19.1% | +13.7% | +5.4% | +3.6% |
| YTD | +66.7% | +12.9% | +53.7% | +46.6% |
| 1Y | +96.5% | +17.2% | +79.3% | +66.5% |
| 3Y | +155.2% | +75.6% | +79.5% | +41.4% |
| 5Y | +88.0% | +75.5% | +12.5% | +5.1% |
| 10Y | +1,046.8% | +302.0% | +744.8% | +168.4% |
| All | +1,098.7% | +374.5% | +724.2% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling