-15.9%
KEYS vs IWD
+13.0%
-28.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +16.7% | +1.7% | +15.1% | +14.9% |
| 30D | -17.8% | +3.2% | -21.0% | -19.5% |
| 3M | -14.2% | +2.3% | -16.5% | -15.4% |
| 6M | -15.9% | +12.9% | -28.8% | -30.7% |
| All | -15.9% | +13.0% | -28.9% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling