-4.8%
ITW vs KEY
+9.7%
-14.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.7% |
| 7D | -3.6% | +2.2% | -5.8% | -4.6% |
| 30D | -9.1% | -3.0% | -6.1% | -7.7% |
| 3M | +8.2% | +3.3% | +4.9% | +6.3% |
| 6M | -4.8% | +9.2% | -14.0% | -10.1% |
| All | -4.8% | +9.7% | -14.4% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling