+105.3%
KEY vs GWW
+663.6%
-558.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -1.3% |
| 7D | +0.5% | +5.5% | -5.0% | -2.7% |
| 30D | +6.9% | +14.4% | -7.5% | -1.4% |
| 3M | -5.0% | +13.7% | -18.7% | -12.2% |
| 6M | +0.7% | +20.1% | -19.3% | -10.4% |
| YTD | +6.5% | +47.1% | -40.6% | -16.8% |
| 1Y | +22.6% | +56.2% | -33.6% | -7.8% |
| 3Y | +125.3% | +90.5% | +34.8% | +49.0% |
| 5Y | +13.9% | +221.2% | -207.3% | -46.1% |
| 10Y | +105.3% | +648.4% | -543.1% | -32.5% |
| All | +105.3% | +663.6% | -558.2% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling