+113.9%
KEY vs WCN
+45.2%
+68.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.9% |
| 30D | +5.1% | +22.1% | -17.0% | +0.8% |
| 3M | -7.1% | +13.2% | -20.3% | -9.5% |
| 6M | -4.4% | +23.7% | -28.1% | -8.9% |
| YTD | +4.0% | +8.7% | -4.7% | +2.1% |
| 1Y | +23.4% | +15.3% | +8.1% | +19.0% |
| 3Y | +113.9% | +46.0% | +67.9% | +55.8% |
| All | +113.9% | +45.2% | +68.8% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling