+246.9%
KEY vs NWSA
+127.4%
+119.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.4% |
| 7D | +2.2% | -1.9% | +4.1% | +3.4% |
| 30D | -3.0% | +4.6% | -7.6% | -5.8% |
| 3M | +3.3% | +13.2% | -9.9% | -5.0% |
| 6M | +9.2% | +27.0% | -17.8% | -7.1% |
| YTD | +10.6% | +16.8% | -6.2% | -1.6% |
| 1Y | +20.4% | +4.5% | +15.9% | +14.3% |
| 3Y | +121.8% | +46.2% | +75.6% | +70.4% |
| 5Y | +41.1% | +40.9% | +0.2% | +8.3% |
| 10Y | +168.5% | +145.1% | +23.4% | +36.0% |
| All | +246.9% | +127.4% | +119.5% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling