+9,775.7%
ITW vs KEY
+1,006.9%
+8,768.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +9.1% | +6.9% | +2.2% | +7.1% |
| 3M | -1.6% | -5.0% | +3.4% | -0.2% |
| 6M | +14.5% | +0.7% | +13.8% | +14.1% |
| YTD | +19.2% | +6.5% | +12.7% | +16.9% |
| 1Y | +20.9% | +22.6% | -1.7% | +14.0% |
| 3Y | +33.1% | +125.3% | -92.2% | +4.2% |
| 5Y | +38.2% | +13.9% | +24.3% | +24.7% |
| 10Y | +196.2% | +105.3% | +90.8% | +114.1% |
| All | +9,775.7% | +1,006.9% | +8,768.7% | +3,938.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling