+188.3%
ITW vs KEY
+172.4%
+15.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.7% | -1.5% | +0.8% | -0.2% |
| 30D | -8.3% | -3.7% | -4.7% | -7.2% |
| 3M | +6.0% | -1.3% | +7.3% | +6.4% |
| 6M | 0.0% | +13.3% | -13.3% | -4.3% |
| YTD | +10.2% | +9.0% | +1.3% | +6.8% |
| 1Y | +3.2% | +18.7% | -15.5% | -3.1% |
| 3Y | +21.0% | +125.3% | -104.3% | -11.3% |
| 5Y | +37.9% | +40.2% | -2.3% | +13.3% |
| All | +188.3% | +172.4% | +15.8% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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