+113.6%
KEY vs WWD
+494.7%
-381.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | -0.2% |
| 7D | -0.4% | +4.2% | -4.5% | -3.0% |
| 30D | +7.2% | -0.8% | +8.0% | +7.0% |
| 3M | -4.9% | -8.2% | +3.3% | -1.0% |
| 6M | +1.1% | -9.8% | +10.9% | +4.6% |
| YTD | +6.8% | +10.4% | -3.6% | -4.6% |
| 1Y | +23.3% | +25.5% | -2.2% | +0.4% |
| 3Y | +126.1% | +155.8% | -29.7% | +9.6% |
| 5Y | +15.2% | +187.3% | -172.1% | -50.5% |
| 10Y | +113.6% | +462.7% | -349.1% | -40.7% |
| All | +113.6% | +494.7% | -381.1% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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