+1,007.5%
KEY vs GWW
+15,772.9%
-14,765.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -1.3% | +6.0% | -7.3% | -4.5% |
| 30D | +5.1% | +14.0% | -8.9% | -2.3% |
| 3M | -7.1% | +12.5% | -19.7% | -13.3% |
| 6M | -4.4% | +23.6% | -28.0% | -15.8% |
| YTD | +4.0% | +43.6% | -39.6% | -16.1% |
| 1Y | +23.4% | +52.5% | -29.1% | -3.8% |
| 3Y | +113.9% | +92.6% | +21.3% | +45.2% |
| 5Y | +12.3% | +219.0% | -206.7% | -43.1% |
| 10Y | +125.5% | +713.8% | -588.3% | -33.4% |
| All | +1,007.5% | +15,772.9% | -14,765.3% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling