+271.4%
KEY vs WAT
+10,816.8%
-10,545.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +2.2% | -1.3% | +3.5% | +2.6% |
| 30D | -3.0% | +2.3% | -5.4% | -3.7% |
| 3M | +3.3% | +8.7% | -5.4% | +0.6% |
| 6M | +9.2% | +28.3% | -19.1% | +0.6% |
| YTD | +10.6% | +7.8% | +2.9% | +6.8% |
| 1Y | +20.4% | +36.6% | -16.2% | +8.0% |
| 3Y | +121.8% | +45.7% | +76.2% | +91.2% |
| 5Y | +41.1% | -3.3% | +44.4% | +35.2% |
| 10Y | +168.5% | +162.1% | +6.4% | +96.4% |
| All | +271.4% | +10,816.8% | -10,545.4% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling