+114.0%
KEY vs WING
+667.7%
-553.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | -2.5% | +14.0% | -16.5% | -4.7% |
| 30D | +4.1% | +47.7% | -43.6% | -3.1% |
| 3M | -8.4% | +34.2% | -42.5% | -13.7% |
| 6M | -2.3% | +13.6% | -15.8% | -6.1% |
| YTD | +4.6% | -30.0% | +34.6% | +8.3% |
| 1Y | +24.6% | -33.9% | +58.5% | +30.1% |
| 3Y | +112.8% | -18.7% | +131.5% | +99.2% |
| 5Y | +12.9% | +5.5% | +7.4% | -5.2% |
| 10Y | +126.7% | +696.2% | -569.5% | +10.2% |
| All | +114.0% | +667.7% | -553.7% | -0.3% |
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