+21.0%
ITW vs KEYS
+154.3%
-133.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.2% |
| 7D | -0.7% | +3.5% | -4.2% | -1.5% |
| 30D | -8.3% | -4.5% | -3.9% | -7.5% |
| 3M | +6.0% | -0.4% | +6.4% | +5.5% |
| 6M | 0.0% | +19.1% | -19.1% | -5.5% |
| YTD | +10.2% | +66.7% | -56.4% | -6.3% |
| 1Y | +3.2% | +96.5% | -93.2% | -17.2% |
| 3Y | +21.0% | +155.2% | -134.2% | -13.7% |
| All | +21.0% | +154.3% | -133.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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