+40.8%
KEY vs GWW
+222.6%
-181.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.3% |
| 7D | +2.7% | -1.5% | +4.3% | +3.6% |
| 30D | -3.2% | +1.1% | -4.3% | -3.9% |
| 3M | +1.0% | -1.0% | +1.9% | +1.0% |
| 6M | +11.9% | +16.3% | -4.4% | +1.7% |
| YTD | +8.7% | +28.5% | -19.8% | -7.2% |
| 1Y | +18.5% | +30.3% | -11.8% | +0.1% |
| 3Y | +124.0% | +91.6% | +32.3% | +51.3% |
| 5Y | +40.8% | +224.0% | -183.1% | -25.1% |
| All | +40.8% | +222.6% | -181.8% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling