+169.3%
KEY vs WCN
+235.4%
-66.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | -0.3% | -1.7% | +1.4% | +0.7% |
| 30D | -3.3% | -3.0% | -0.3% | -1.7% |
| 3M | -0.7% | +2.5% | -3.3% | -2.8% |
| 6M | +12.5% | -5.7% | +18.2% | +15.0% |
| YTD | +8.4% | -7.4% | +15.9% | +11.6% |
| 1Y | +18.4% | -8.6% | +27.1% | +22.4% |
| 3Y | +123.3% | +19.4% | +103.9% | +86.9% |
| 5Y | +38.8% | +27.2% | +11.6% | +7.7% |
| 10Y | +169.3% | +238.5% | -69.2% | +30.0% |
| All | +169.3% | +235.4% | -66.1% | +30.0% |
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