+26.8%
KEY vs NWSA
+2.3%
+24.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.5% |
| 30D | +8.4% | -8.8% | +17.2% | +10.0% |
| 3M | -5.8% | -6.5% | +0.7% | -4.6% |
| 6M | +5.4% | +1.5% | +3.9% | +5.8% |
| YTD | +7.1% | +4.0% | +3.0% | +5.3% |
| 1Y | +26.8% | +3.4% | +23.4% | +25.1% |
| All | +26.8% | +2.3% | +24.5% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling