+117.8%
KEY vs WING
+685.5%
-567.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.4% |
| 7D | +0.5% | +5.0% | -4.4% | -0.4% |
| 30D | +6.9% | +38.7% | -31.8% | +0.6% |
| 3M | -5.0% | +44.7% | -49.7% | -11.8% |
| 6M | +0.7% | +31.5% | -30.8% | -5.7% |
| YTD | +6.5% | -28.4% | +34.9% | +9.8% |
| 1Y | +22.6% | -28.2% | +50.8% | +26.1% |
| 3Y | +125.3% | -18.4% | +143.8% | +111.0% |
| 5Y | +13.9% | +5.2% | +8.7% | -4.2% |
| 10Y | +105.3% | +699.8% | -594.5% | -0.2% |
| All | +117.8% | +685.5% | -567.7% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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