+18.8%
KEY vs WAB
+49.8%
-31.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | +2.7% | +1.7% | +1.1% | +2.1% |
| 30D | -3.2% | -2.4% | -0.8% | -2.3% |
| 3M | +1.0% | +9.7% | -8.7% | -3.4% |
| 6M | +11.9% | +16.5% | -4.6% | +3.4% |
| YTD | +8.7% | +33.7% | -25.0% | -5.7% |
| All | +18.8% | +49.8% | -31.0% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling