+12.2%
KEY vs WPM
+246.3%
-234.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.7% |
| 7D | -1.3% | +16.9% | -18.2% | -2.4% |
| 30D | +5.1% | +2.0% | +3.2% | +4.9% |
| 3M | -7.1% | +8.9% | -16.0% | -7.9% |
| 6M | -4.4% | +1.6% | -6.0% | -4.9% |
| YTD | +4.0% | +16.5% | -12.5% | +2.1% |
| 1Y | +23.4% | +42.2% | -18.8% | +19.4% |
| 3Y | +113.9% | +213.3% | -99.4% | +89.0% |
| All | +12.2% | +246.3% | -234.1% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling