+94.2%
KEY vs WU
-38.9%
+133.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | -0.2% |
| 7D | +2.9% | -2.0% | +5.0% | +4.1% |
| 30D | +8.4% | +11.4% | -3.0% | +1.3% |
| 3M | -5.8% | -6.8% | +1.1% | -2.6% |
| 6M | +5.4% | -14.6% | +20.1% | +11.6% |
| YTD | +7.1% | -20.6% | +27.7% | +17.3% |
| 1Y | +26.8% | -15.4% | +42.2% | +32.8% |
| 3Y | +128.7% | -23.6% | +152.3% | +145.1% |
| 5Y | +13.6% | -43.4% | +57.0% | +46.0% |
| All | +94.2% | -38.9% | +133.1% | +149.8% |
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