+17.6%
KEY vs TW
-14.0%
+31.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -1.8% | -2.7% | +1.0% | -1.8% |
| 30D | -3.3% | -1.7% | -1.6% | -3.3% |
| 3M | -0.2% | +1.6% | -1.8% | -0.2% |
| 6M | +12.1% | -17.7% | +29.8% | +13.9% |
| YTD | +8.4% | -4.3% | +12.8% | +7.8% |
| 1Y | +17.6% | -13.1% | +30.8% | +15.4% |
| All | +17.6% | -14.0% | +31.6% | +15.4% |
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