+9,757.5%
ITW vs KEY
+1,013.2%
+8,744.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.3% | +2.9% | -0.6% | +1.5% |
| 30D | +6.7% | +8.4% | -1.7% | +4.4% |
| 3M | -0.5% | -5.8% | +5.2% | +1.0% |
| 6M | +16.4% | +5.4% | +11.0% | +14.6% |
| YTD | +19.0% | +7.1% | +11.9% | +16.5% |
| 1Y | +20.2% | +26.8% | -6.6% | +12.3% |
| 3Y | +33.1% | +128.7% | -95.6% | +3.7% |
| 5Y | +35.7% | +13.6% | +22.1% | +22.5% |
| 10Y | +194.0% | +99.7% | +94.4% | +114.0% |
| All | +9,757.5% | +1,013.2% | +8,744.3% | +3,924.9% |
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