+15.7%
KEY vs WU
-19.6%
+35.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.9% |
| 7D | +2.2% | -0.8% | +3.0% | +2.7% |
| 30D | -3.0% | -1.1% | -1.9% | -2.6% |
| 3M | +3.3% | -3.9% | +7.2% | +2.5% |
| 6M | +9.2% | -20.7% | +29.9% | +21.4% |
| YTD | +10.6% | -18.4% | +29.0% | +20.2% |
| 1Y | +20.4% | -8.1% | +28.5% | +19.4% |
| 3Y | +121.8% | -24.2% | +146.0% | +139.9% |
| 5Y | +41.1% | -50.4% | +91.6% | +98.4% |
| 10Y | +168.5% | -40.0% | +208.6% | +232.1% |
| All | +15.7% | -19.6% | +35.3% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling