+167.0%
KEY vs WAB
+283.1%
-116.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.2% |
| 7D | +2.7% | +1.7% | +1.1% | +1.5% |
| 30D | -3.2% | -2.4% | -0.8% | -1.6% |
| 3M | +1.0% | +9.7% | -8.7% | -6.9% |
| 6M | +11.9% | +16.5% | -4.6% | -2.0% |
| YTD | +8.7% | +33.7% | -25.0% | -14.4% |
| 1Y | +18.5% | +49.7% | -31.2% | -14.8% |
| 3Y | +124.0% | +170.9% | -47.0% | +1.2% |
| 5Y | +40.8% | +228.0% | -187.2% | -45.1% |
| 10Y | +167.0% | +284.8% | -117.8% | -20.9% |
| All | +167.0% | +283.1% | -116.1% | -20.9% |
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