+14.5%
KEY vs WAT
+28.6%
-14.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +8.4% | +5.4% | +3.0% | +6.3% |
| 3M | -5.8% | +11.3% | -17.1% | -9.6% |
| 6M | +5.4% | +37.4% | -32.0% | -6.9% |
| YTD | +7.1% | +21.2% | -14.1% | -2.0% |
| 1Y | +26.8% | +21.3% | +5.5% | +15.9% |
| 3Y | +128.7% | +83.4% | +45.3% | +63.6% |
| All | +14.5% | +28.6% | -14.1% | -10.2% |
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 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