+149.4%
KEYS vs IWD
+69.9%
+79.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.2% |
| 7D | +2.9% | -1.2% | +4.1% | +4.8% |
| 30D | -1.3% | -1.6% | +0.3% | +1.0% |
| 3M | -0.1% | +7.0% | -7.1% | -10.8% |
| 6M | +17.4% | +17.0% | +0.4% | -8.7% |
| YTD | +62.9% | +21.6% | +41.3% | +20.0% |
| 1Y | +95.7% | +28.0% | +67.8% | +34.0% |
| All | +149.4% | +69.9% | +79.5% | +16.9% |
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