+755.4%
KEYS vs IWD
+203.0%
+552.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.4% |
| 7D | +9.4% | +2.3% | +7.1% | +6.8% |
| 30D | -16.8% | +3.6% | -20.3% | -19.9% |
| 3M | -15.9% | +2.2% | -18.0% | -18.0% |
| 6M | -17.6% | +13.0% | -30.5% | -28.0% |
| YTD | +46.5% | +26.5% | +20.0% | +14.0% |
| 1Y | +66.9% | +30.1% | +36.7% | +26.3% |
| 3Y | +141.4% | +84.9% | +56.5% | +30.1% |
| 5Y | +59.5% | +73.4% | -13.8% | -7.6% |
| All | +755.4% | +203.0% | +552.4% | +179.8% |
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