+9,101.3%
ITW vs KEY
+1,050.5%
+8,050.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -3.6% | +2.2% | -5.8% | -4.1% |
| 30D | -9.1% | -3.0% | -6.1% | -8.4% |
| 3M | +8.2% | +3.3% | +4.9% | +7.2% |
| 6M | -4.8% | +9.2% | -14.0% | -7.1% |
| YTD | +11.0% | +10.6% | +0.4% | +7.8% |
| 1Y | +4.2% | +20.4% | -16.2% | -1.3% |
| 3Y | +17.3% | +121.8% | -104.6% | -8.2% |
| 5Y | +33.0% | +41.1% | -8.1% | +13.0% |
| 10Y | +182.3% | +168.5% | +13.8% | +90.3% |
| All | +9,101.3% | +1,050.5% | +8,050.8% | +3,624.0% |
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