+113.6%
KEY vs WAT
+232.2%
-118.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +0.7% |
| 7D | -0.4% | +6.0% | -6.4% | -3.1% |
| 30D | +7.2% | +9.9% | -2.7% | +2.4% |
| 3M | -4.9% | +17.2% | -22.1% | -12.2% |
| 6M | +1.1% | +34.2% | -33.2% | -13.2% |
| YTD | +6.8% | +25.5% | -18.7% | -6.8% |
| 1Y | +23.3% | +28.3% | -5.0% | +6.3% |
| 3Y | +126.1% | +88.4% | +37.7% | +46.8% |
| 5Y | +15.2% | +36.1% | -20.9% | -12.2% |
| 10Y | +113.6% | +234.8% | -121.2% | -1.2% |
| All | +113.6% | +232.2% | -118.6% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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