+135.5%
KEY vs TW
+26.6%
+108.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.2% | -2.3% | +4.5% | +2.4% |
| 30D | -3.0% | +3.9% | -6.9% | -3.3% |
| 3M | +3.3% | +5.7% | -2.4% | +2.7% |
| 6M | +9.2% | -14.5% | +23.7% | +11.2% |
| YTD | +10.6% | -0.9% | +11.5% | +10.1% |
| 1Y | +20.4% | -13.5% | +33.9% | +22.1% |
| All | +135.5% | +26.6% | +108.9% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling