+169.3%
KEY vs GWW
+553.5%
-384.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -0.3% | -0.5% | +0.1% | -0.1% |
| 30D | -3.3% | -1.4% | -1.8% | -2.5% |
| 3M | -0.7% | -3.6% | +2.9% | +0.9% |
| 6M | +12.5% | +15.1% | -2.6% | +2.5% |
| YTD | +8.4% | +27.5% | -19.1% | -7.6% |
| 1Y | +18.4% | +29.6% | -11.2% | -0.2% |
| 3Y | +123.3% | +90.1% | +33.3% | +48.1% |
| 5Y | +38.8% | +222.6% | -183.8% | -34.4% |
| 10Y | +169.3% | +566.5% | -397.2% | -5.5% |
| All | +169.3% | +553.5% | -384.2% | -5.5% |
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