+93.0%
KEY vs WPM
+752.0%
-658.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.5% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +7.1% | -3.1% | +10.2% | +7.1% |
| 3M | -5.9% | -2.2% | -3.8% | -5.9% |
| 6M | +2.2% | -7.4% | +9.6% | +2.2% |
| YTD | +6.4% | +12.6% | -6.2% | +6.3% |
| 1Y | +24.8% | +22.8% | +1.9% | +24.6% |
| 3Y | +125.2% | +213.6% | -88.4% | +124.7% |
| 5Y | +13.0% | +211.2% | -198.2% | +12.0% |
| All | +93.0% | +752.0% | -658.9% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling