+94.2%
KEY vs WCN
+322.1%
-227.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.9% | +2.6% | +0.3% | +1.5% |
| 30D | +8.4% | +23.9% | -15.5% | -4.3% |
| 3M | -5.8% | +17.4% | -23.2% | -14.3% |
| 6M | +5.4% | +28.0% | -22.6% | -9.4% |
| YTD | +7.1% | +11.6% | -4.5% | -1.2% |
| 1Y | +26.8% | +16.9% | +9.9% | +13.5% |
| 3Y | +128.7% | +51.6% | +77.1% | +65.4% |
| 5Y | +13.6% | +48.0% | -34.3% | -18.7% |
| All | +94.2% | +322.1% | -227.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling