+38.5%
KEY vs WETO
-99.4%
+137.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +2.7% | -57.2% | +60.0% | +2.8% |
| 30D | -3.2% | -48.8% | +45.6% | -3.7% |
| 3M | +1.0% | -97.7% | +98.6% | +2.2% |
| 6M | +11.9% | -94.3% | +106.2% | +10.4% |
| YTD | +8.7% | -97.0% | +105.7% | +8.4% |
| 1Y | +18.5% | -98.9% | +117.4% | +20.0% |
| All | +38.5% | -99.4% | +137.9% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 all: compounded portfolio wealth divided by compounded WETO 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…
all analysis · Full analysis span regression · 6 months rolling