+1,037.3%
KEY vs GWW
+15,877.3%
-14,840.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.3% |
| 7D | -0.4% | +5.3% | -5.6% | -3.3% |
| 30D | +7.2% | +12.4% | -5.2% | +0.4% |
| 3M | -4.9% | +13.7% | -18.6% | -11.7% |
| 6M | +1.1% | +18.0% | -17.0% | -8.5% |
| YTD | +6.8% | +44.6% | -37.8% | -14.2% |
| 1Y | +23.3% | +53.1% | -29.8% | -4.1% |
| 3Y | +126.1% | +90.2% | +35.9% | +54.6% |
| 5Y | +15.2% | +215.0% | -199.8% | -41.2% |
| 10Y | +113.6% | +658.9% | -545.3% | -34.6% |
| All | +1,037.3% | +15,877.3% | -14,840.0% | +11.5% |
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 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