+774.2%
KEYS vs IWD
+202.4%
+571.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +16.7% | +1.7% | +15.1% | +14.7% |
| 30D | -17.8% | +3.2% | -21.0% | -20.7% |
| 3M | -14.2% | +2.3% | -16.5% | -16.4% |
| 6M | -15.9% | +12.9% | -28.8% | -26.5% |
| YTD | +49.7% | +26.2% | +23.5% | +16.8% |
| 1Y | +65.3% | +28.3% | +37.0% | +27.1% |
| 3Y | +144.9% | +84.4% | +60.5% | +32.4% |
| 5Y | +63.0% | +73.0% | -10.0% | -5.3% |
| All | +774.2% | +202.4% | +571.9% | +186.7% |
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