+338.9%
KEY vs WAB
+4,092.2%
-3,753.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.1% |
| 7D | +2.2% | -3.2% | +5.4% | +3.7% |
| 30D | -3.0% | -4.4% | +1.4% | -1.0% |
| 3M | +3.3% | +7.9% | -4.5% | -0.8% |
| 6M | +9.2% | +8.7% | +0.5% | +4.2% |
| YTD | +10.6% | +33.0% | -22.3% | -3.9% |
| 1Y | +20.4% | +46.7% | -26.3% | -0.3% |
| 3Y | +121.8% | +153.0% | -31.1% | +43.4% |
| 5Y | +41.1% | +222.3% | -181.1% | -17.5% |
| 10Y | +168.5% | +291.0% | -122.5% | +43.9% |
| All | +338.9% | +4,092.2% | -3,753.3% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling