+33.1%
ITW vs KEY
+124.5%
-91.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | +9.1% | +6.9% | +2.2% | +6.8% |
| 3M | -1.6% | -5.0% | +3.4% | 0.0% |
| 6M | +14.5% | +0.7% | +13.8% | +14.1% |
| YTD | +19.2% | +6.5% | +12.7% | +16.5% |
| 1Y | +20.9% | +22.6% | -1.7% | +13.1% |
| 3Y | +33.1% | +125.3% | -92.2% | +8.5% |
| All | +33.1% | +124.5% | -91.4% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling