+99.5%
KEY vs WU
-37.2%
+136.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +2.2% |
| 7D | -0.5% | +2.1% | -2.6% | -2.1% |
| 30D | +6.7% | +10.1% | -3.4% | +0.3% |
| 3M | -4.6% | -1.1% | -3.5% | -4.9% |
| 6M | +2.6% | -19.8% | +22.4% | +12.9% |
| YTD | +7.0% | -20.8% | +27.7% | +17.3% |
| 1Y | +23.5% | -15.1% | +38.6% | +29.0% |
| 3Y | +126.4% | -23.2% | +149.6% | +141.6% |
| 5Y | +13.0% | -42.6% | +55.6% | +43.6% |
| 10Y | +99.5% | -38.9% | +138.4% | +156.5% |
| All | +99.5% | -37.2% | +136.6% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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