+128.5%
AWK vs KEYS
+1,049.9%
-921.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -2.1% |
| 7D | -2.1% | +3.5% | -5.6% | -2.6% |
| 30D | +2.1% | -4.5% | +6.5% | +2.6% |
| 3M | +11.4% | -0.4% | +11.8% | +10.8% |
| 6M | +3.9% | +19.1% | -15.2% | +0.2% |
| YTD | +7.7% | +66.7% | -59.0% | -2.5% |
| 1Y | +1.3% | +96.5% | -95.2% | -11.4% |
| 3Y | +7.2% | +155.2% | -148.0% | -13.8% |
| 5Y | -17.0% | +88.0% | -105.0% | -29.4% |
| All | +128.5% | +1,049.9% | -921.4% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling