+83.7%
KEYS vs IWD
+73.8%
+9.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +3.0% |
| 7D | +4.4% | -0.2% | +4.6% | +4.6% |
| 30D | -2.2% | -0.8% | -1.4% | -1.4% |
| 3M | +0.5% | +8.0% | -7.5% | -10.0% |
| 6M | +22.4% | +18.2% | +4.2% | -2.7% |
| YTD | +64.1% | +22.3% | +41.8% | +25.0% |
| 1Y | +97.0% | +28.9% | +68.1% | +40.5% |
| 3Y | +152.0% | +71.5% | +80.5% | +28.0% |
| 5Y | +83.7% | +73.6% | +10.1% | -6.7% |
| All | +83.7% | +73.8% | +9.9% | -6.7% |
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 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