+41.2%
KEY vs WAT
-3.2%
+44.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +2.2% | -1.3% | +3.5% | +2.7% |
| 30D | -3.0% | +2.3% | -5.4% | -3.9% |
| 3M | +3.3% | +8.7% | -5.4% | 0.0% |
| 6M | +9.2% | +28.3% | -19.1% | -1.5% |
| YTD | +10.6% | +7.8% | +2.9% | +6.0% |
| 1Y | +20.4% | +36.6% | -16.2% | +4.4% |
| 3Y | +121.8% | +45.7% | +76.2% | +77.4% |
| All | +41.2% | -3.2% | +44.4% | +14.8% |
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