+105.3%
KEY vs WAB
+288.7%
-183.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.6% |
| 7D | +0.5% | +4.0% | -3.5% | -2.5% |
| 30D | +6.9% | +6.3% | +0.5% | +1.7% |
| 3M | -5.0% | +3.3% | -8.3% | -7.9% |
| 6M | +0.7% | +14.5% | -13.7% | -10.7% |
| YTD | +6.5% | +42.7% | -36.2% | -20.7% |
| 1Y | +22.6% | +45.2% | -22.6% | -10.0% |
| 3Y | +125.3% | +173.8% | -48.4% | 0.0% |
| 5Y | +13.9% | +223.8% | -209.9% | -55.7% |
| 10Y | +105.3% | +280.5% | -175.2% | -40.6% |
| All | +105.3% | +288.7% | -183.4% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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