+126.4%
KEY vs WING
+405.9%
-279.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +2.2% | -3.9% | +6.1% | +2.9% |
| 30D | -3.0% | -11.6% | +8.6% | -1.2% |
| 3M | +3.3% | -24.2% | +27.5% | +7.6% |
| 6M | +9.2% | -54.1% | +63.3% | +23.5% |
| YTD | +10.6% | -53.9% | +64.6% | +24.0% |
| 1Y | +20.4% | -64.4% | +84.8% | +40.7% |
| 3Y | +121.8% | -30.2% | +152.0% | +111.2% |
| 5Y | +41.1% | -34.1% | +75.2% | +29.3% |
| 10Y | +168.5% | +342.1% | -173.6% | +45.9% |
| All | +126.4% | +405.9% | -279.4% | +14.2% |
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