+1,020.9%
KEYS vs IWD
+195.0%
+825.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +2.9% | -1.2% | +4.1% | +4.2% |
| 30D | -1.3% | -1.6% | +0.3% | +0.3% |
| 3M | -0.1% | +7.0% | -7.1% | -7.5% |
| 6M | +17.4% | +17.0% | +0.4% | -0.9% |
| YTD | +62.9% | +21.6% | +41.3% | +32.3% |
| 1Y | +95.7% | +28.0% | +67.8% | +51.1% |
| 3Y | +150.2% | +70.6% | +79.6% | +46.4% |
| 5Y | +83.1% | +73.3% | +9.8% | +6.6% |
| 10Y | +1,020.9% | +200.5% | +820.4% | +246.1% |
| All | +1,020.9% | +195.0% | +825.9% | +246.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling