+323.1%
ITW vs KEYS
+1,113.8%
-790.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | -0.2% |
| 7D | -0.7% | +3.5% | -4.2% | -1.9% |
| 30D | -8.3% | -4.5% | -3.9% | -7.1% |
| 3M | +6.0% | -0.4% | +6.4% | +5.0% |
| 6M | 0.0% | +19.1% | -19.1% | -7.6% |
| YTD | +10.2% | +66.7% | -56.4% | -11.3% |
| 1Y | +3.2% | +96.5% | -93.2% | -22.4% |
| 3Y | +21.0% | +155.2% | -134.2% | -19.9% |
| 5Y | +37.9% | +88.0% | -50.1% | +0.3% |
| 10Y | +193.2% | +1,046.8% | -853.6% | +14.7% |
| All | +323.1% | +1,113.8% | -790.6% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling