+87.9%
KEY vs TW
+211.2%
-123.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -3.3% | -0.6% | -2.7% | -3.2% |
| 3M | -0.7% | +3.4% | -4.1% | -2.6% |
| 6M | +12.5% | -18.4% | +31.0% | +19.2% |
| YTD | +8.4% | -3.9% | +12.3% | +7.7% |
| 1Y | +18.4% | -13.3% | +31.8% | +22.0% |
| 3Y | +123.3% | +20.8% | +102.5% | +94.1% |
| 5Y | +38.8% | +20.3% | +18.5% | +17.3% |
| All | +87.9% | +211.2% | -123.3% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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