+91.8%
KEY vs TW
+221.1%
-129.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +2.2% | -2.3% | +4.5% | +2.9% |
| 30D | -3.0% | +3.9% | -6.9% | -4.3% |
| 3M | +3.3% | +5.7% | -2.4% | +0.6% |
| 6M | +9.2% | -14.5% | +23.7% | +13.8% |
| YTD | +10.6% | -0.9% | +11.5% | +8.9% |
| 1Y | +20.4% | -13.5% | +33.9% | +24.3% |
| 3Y | +121.8% | +25.0% | +96.9% | +90.7% |
| 5Y | +41.1% | +22.7% | +18.4% | +18.6% |
| All | +91.8% | +221.1% | -129.3% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling