+115.0%
KEY vs WEC
+57.1%
+58.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -2.5% | +3.2% | -5.7% | -3.4% |
| 30D | +4.1% | +14.7% | -10.6% | -0.4% |
| 3M | -8.4% | +10.2% | -18.6% | -11.2% |
| 6M | -2.3% | +4.5% | -6.8% | -3.9% |
| YTD | +4.6% | +15.1% | -10.5% | -0.9% |
| 1Y | +24.6% | +9.4% | +15.2% | +20.3% |
| All | +115.0% | +57.1% | +58.0% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling