+167.0%
KEY vs WU
-41.4%
+208.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.3% |
| 7D | +2.7% | -0.8% | +3.6% | +3.2% |
| 30D | -3.2% | -1.1% | -2.1% | -2.8% |
| 3M | +1.0% | -1.8% | +2.8% | -1.1% |
| 6M | +11.9% | -23.9% | +35.8% | +27.5% |
| YTD | +8.7% | -20.4% | +29.1% | +19.8% |
| 1Y | +18.5% | -10.6% | +29.0% | +19.2% |
| 3Y | +124.0% | -27.7% | +151.7% | +149.4% |
| 5Y | +40.8% | -51.1% | +92.0% | +103.1% |
| 10Y | +167.0% | -40.7% | +207.7% | +248.4% |
| All | +167.0% | -41.4% | +208.4% | +248.4% |
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