+26.8%
KEY vs TW
+21.1%
+5.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +2.9% | +3.9% | -1.0% | +3.0% |
| 30D | +8.4% | +19.9% | -11.5% | +8.8% |
| 3M | -5.8% | +25.9% | -31.7% | -5.3% |
| 6M | +5.4% | +21.1% | -15.7% | +6.2% |
| YTD | +7.1% | +23.9% | -16.8% | +7.7% |
| 1Y | +26.8% | +21.2% | +5.6% | +28.9% |
| All | +26.8% | +21.1% | +5.7% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling