+323.7%
KEY vs WAB
+4,319.4%
-3,995.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.5% | +0.3% |
| 7D | -0.4% | +4.0% | -4.3% | -2.2% |
| 30D | +7.2% | +4.5% | +2.7% | +4.8% |
| 3M | -4.9% | +2.3% | -7.2% | -6.2% |
| 6M | +1.1% | +12.5% | -11.4% | -5.2% |
| YTD | +6.8% | +40.2% | -33.4% | -9.8% |
| 1Y | +23.3% | +45.2% | -21.9% | +2.4% |
| 3Y | +126.1% | +171.8% | -45.7% | +41.0% |
| 5Y | +15.2% | +217.6% | -202.4% | -32.6% |
| 10Y | +113.6% | +285.3% | -171.7% | +14.4% |
| All | +323.7% | +4,319.4% | -3,995.7% | +16.8% |
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