+20.2%
ITW vs KEY
+25.9%
-5.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +2.3% | +2.9% | -0.6% | +1.0% |
| 30D | +6.7% | +8.4% | -1.7% | +3.3% |
| 3M | -0.5% | -5.8% | +5.2% | +1.8% |
| 6M | +16.4% | +5.4% | +11.0% | +13.6% |
| YTD | +19.0% | +7.1% | +11.9% | +14.0% |
| 1Y | +20.2% | +26.8% | -6.6% | +6.5% |
| All | +20.2% | +25.9% | -5.7% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling