+134.6%
KEYS vs IWD
+85.4%
+49.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | -4.5% | +1.6% | -6.0% | -6.8% |
| 30D | -23.9% | +3.6% | -27.4% | -28.0% |
| 3M | -13.1% | +2.0% | -15.2% | -16.1% |
| 6M | -19.1% | +13.1% | -32.2% | -34.0% |
| YTD | +43.4% | +26.2% | +17.2% | -1.1% |
| 1Y | +58.8% | +29.6% | +29.3% | +5.3% |
| 3Y | +134.6% | +84.3% | +50.3% | -4.0% |
| All | +134.6% | +85.4% | +49.2% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling