+1,058.3%
KEYS vs IWD
+247.1%
+811.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.2% |
| 7D | +2.3% | -0.3% | +2.5% | +2.5% |
| 30D | -2.6% | +0.6% | -3.2% | -3.4% |
| 3M | -4.6% | +7.2% | -11.9% | -11.6% |
| 6M | +8.7% | +16.2% | -7.5% | -7.2% |
| YTD | +61.0% | +23.3% | +37.7% | +29.4% |
| 1Y | +96.0% | +29.6% | +66.4% | +50.0% |
| 3Y | +144.4% | +70.5% | +73.9% | +44.1% |
| 5Y | +80.5% | +73.5% | +7.0% | +5.7% |
| 10Y | +974.9% | +198.3% | +776.6% | +270.9% |
| All | +1,058.3% | +247.1% | +811.2% | +248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling