+117.9%
KEY vs WEC
+176.2%
-58.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.1% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +5.1% | +12.3% | -7.2% | +1.6% |
| 3M | -7.1% | +8.3% | -15.4% | -9.3% |
| 6M | -4.4% | +3.5% | -7.8% | -5.5% |
| YTD | +4.0% | +12.7% | -8.7% | +0.1% |
| 1Y | +23.4% | +8.2% | +15.2% | +20.1% |
| 3Y | +113.9% | +55.9% | +58.0% | +85.2% |
| 5Y | +12.3% | +51.2% | -38.9% | -2.7% |
| All | +117.9% | +176.2% | -58.4% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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