+124.0%
KEY vs WSM
+239.4%
-115.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +2.7% | +2.6% | +0.2% | +2.0% |
| 30D | -3.2% | -9.5% | +6.3% | -0.4% |
| 3M | +1.0% | +12.9% | -11.9% | -2.8% |
| 6M | +11.9% | +23.0% | -11.2% | +4.7% |
| YTD | +8.7% | +28.9% | -20.2% | +0.5% |
| 1Y | +18.5% | +13.7% | +4.8% | +13.1% |
| 3Y | +124.0% | +232.6% | -108.7% | +57.5% |
| All | +124.0% | +239.4% | -115.4% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling