+21.0%
ITW vs KEY
+130.9%
-109.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | 0.0% |
| 7D | -0.4% | +2.7% | -3.2% | -1.3% |
| 30D | -9.4% | -3.2% | -6.2% | -8.5% |
| 3M | +7.1% | +1.0% | +6.1% | +6.8% |
| 6M | -1.9% | +11.9% | -13.7% | -5.2% |
| YTD | +10.4% | +8.7% | +1.7% | +7.4% |
| 1Y | +3.3% | +18.5% | -15.2% | -2.3% |
| 3Y | +21.0% | +124.0% | -102.9% | -3.3% |
| All | +21.0% | +130.9% | -109.9% | -3.3% |
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