+29.6%
KEY vs GWW
+55.5%
-25.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | -0.5% |
| 7D | +1.7% | +11.1% | -9.4% | -1.6% |
| 30D | +6.8% | +15.7% | -9.0% | +2.2% |
| 3M | -5.8% | +14.8% | -20.6% | -9.7% |
| 6M | +1.4% | +30.9% | -29.5% | -7.8% |
| YTD | +7.5% | +48.5% | -41.0% | -7.4% |
| 1Y | +29.6% | +57.1% | -27.5% | +8.3% |
| All | +29.6% | +55.5% | -25.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling