+113.9%
KEY vs WCC
+110.7%
+3.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | -1.3% | -14.7% | +13.4% | +3.7% |
| 30D | +5.1% | -20.1% | +25.2% | +12.5% |
| 3M | -7.1% | -21.2% | +14.1% | -0.6% |
| 6M | -4.4% | -19.2% | +14.8% | +0.2% |
| YTD | +4.0% | +20.2% | -16.2% | -8.8% |
| 1Y | +23.4% | +14.5% | +9.0% | +10.1% |
| 3Y | +113.9% | +115.1% | -1.2% | +12.2% |
| All | +113.9% | +110.7% | +3.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling