+12.2%
KEY vs WAT
+32.4%
-20.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | +5.1% | +5.0% | +0.2% | +3.2% |
| 3M | -7.1% | +14.5% | -21.6% | -11.8% |
| 6M | -4.4% | +30.9% | -35.3% | -14.1% |
| YTD | +4.0% | +20.5% | -16.5% | -4.6% |
| 1Y | +23.4% | +23.3% | +0.1% | +12.1% |
| 3Y | +113.9% | +81.5% | +32.4% | +53.8% |
| All | +12.2% | +32.4% | -20.1% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling