+58.7%
KEYS vs IWD
+73.2%
-14.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | -4.5% | +1.6% | -6.0% | -6.5% |
| 30D | -23.9% | +3.6% | -27.4% | -27.5% |
| 3M | -13.1% | +2.0% | -15.2% | -15.8% |
| 6M | -19.1% | +13.1% | -32.2% | -32.0% |
| YTD | +43.4% | +26.2% | +17.2% | +4.5% |
| 1Y | +58.8% | +29.6% | +29.3% | +11.9% |
| 3Y | +134.6% | +84.3% | +50.3% | +8.1% |
| 5Y | +58.7% | +73.4% | -14.7% | -20.0% |
| All | +58.7% | +73.2% | -14.5% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling