+105.3%
KEY vs WCN
+300.6%
-195.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | +0.5% | +2.6% | -2.1% | -0.9% |
| 30D | +6.9% | +25.3% | -18.5% | -6.2% |
| 3M | -5.0% | +15.2% | -20.2% | -12.7% |
| 6M | +0.7% | +26.4% | -25.7% | -12.8% |
| YTD | +6.5% | +9.9% | -3.5% | -0.9% |
| 1Y | +22.6% | +16.2% | +6.4% | +10.1% |
| 3Y | +125.3% | +49.4% | +75.9% | +64.7% |
| 5Y | +13.9% | +46.2% | -32.3% | -17.8% |
| 10Y | +105.3% | +305.7% | -200.4% | -9.8% |
| All | +105.3% | +300.6% | -195.2% | -9.8% |
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