+117.9%
KEY vs WAB
+287.6%
-169.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -1.9% |
| 7D | -1.3% | +1.4% | -2.7% | -2.5% |
| 30D | +5.1% | +0.4% | +4.7% | +4.4% |
| 3M | -7.1% | -3.8% | -3.3% | -5.1% |
| 6M | -4.4% | +5.1% | -9.5% | -9.7% |
| YTD | +4.0% | +33.3% | -29.3% | -18.6% |
| 1Y | +23.4% | +39.8% | -16.4% | -7.0% |
| 3Y | +113.9% | +161.1% | -47.1% | -1.9% |
| 5Y | +12.3% | +209.5% | -197.1% | -55.0% |
| All | +117.9% | +287.6% | -169.8% | -38.7% |
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