+105.3%
KEY vs NWSA
+149.3%
-44.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.5% | -9.7% | +10.2% | +6.4% |
| 30D | +6.9% | -8.6% | +15.5% | +12.2% |
| 3M | -5.0% | -6.3% | +1.3% | -2.2% |
| 6M | +0.7% | -1.2% | +1.9% | -0.9% |
| YTD | +6.5% | +2.6% | +3.8% | +0.9% |
| 1Y | +22.6% | 0.0% | +22.6% | +18.2% |
| 3Y | +125.3% | +30.1% | +95.3% | +80.0% |
| 5Y | +13.9% | +18.3% | -4.4% | -5.4% |
| 10Y | +105.3% | +149.3% | -44.0% | -3.2% |
| All | +105.3% | +149.3% | -44.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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