+12.8%
KEY vs WEC
+54.4%
-41.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -2.5% | +3.2% | -5.7% | -3.5% |
| 30D | +4.1% | +14.7% | -10.6% | -0.6% |
| 3M | -8.4% | +10.2% | -18.6% | -11.3% |
| 6M | -2.3% | +4.5% | -6.8% | -3.9% |
| YTD | +4.6% | +15.1% | -10.5% | -0.8% |
| 1Y | +24.6% | +9.4% | +15.2% | +20.2% |
| 3Y | +112.8% | +56.9% | +55.9% | +75.8% |
| All | +12.8% | +54.4% | -41.6% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling