+226.1%
KEY vs NWSA
+98.2%
+128.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -1.3% | -9.4% | +8.1% | +3.9% |
| 30D | +5.1% | -7.8% | +12.9% | +9.5% |
| 3M | -7.1% | -10.8% | +3.6% | -1.6% |
| 6M | -4.4% | +1.1% | -5.4% | -7.1% |
| YTD | +4.0% | +1.8% | +2.2% | -0.5% |
| 1Y | +23.4% | +6.0% | +17.4% | +14.9% |
| 3Y | +113.9% | +24.6% | +89.3% | +79.2% |
| 5Y | +12.3% | +13.1% | -0.8% | -2.3% |
| 10Y | +125.5% | +148.5% | -23.0% | +15.1% |
| All | +226.1% | +98.2% | +128.0% | +80.9% |
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