+96.0%
KEYS vs IWD
+30.5%
+65.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.7% |
| 7D | +2.3% | -0.3% | +2.5% | +2.7% |
| 30D | -2.6% | +0.6% | -3.2% | -4.0% |
| 3M | -4.6% | +7.2% | -11.9% | -17.5% |
| 6M | +8.7% | +16.2% | -7.5% | -20.4% |
| YTD | +61.0% | +23.3% | +37.7% | +5.7% |
| 1Y | +96.0% | +29.6% | +66.4% | +17.6% |
| All | +96.0% | +30.5% | +65.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling