+161.6%
KEY vs WTW
+197.9%
-36.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -1.8% | -7.8% | +6.0% | +3.0% |
| 30D | -3.3% | -7.9% | +4.6% | +1.2% |
| 3M | -0.2% | +19.9% | -20.1% | -11.5% |
| 6M | +12.1% | +9.8% | +2.3% | +3.6% |
| YTD | +8.4% | -3.3% | +11.7% | +7.5% |
| 1Y | +17.6% | -3.3% | +20.9% | +16.3% |
| 3Y | +123.3% | +61.5% | +61.8% | +49.8% |
| 5Y | +39.5% | +42.6% | -3.1% | +1.1% |
| All | +161.6% | +197.9% | -36.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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