+123.6%
KEY vs WWD
+166.3%
-42.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | -3.0% | -7.2% | +4.1% | -0.6% |
| 3M | +3.3% | -3.8% | +7.2% | +3.7% |
| 6M | +9.2% | -9.9% | +19.1% | +11.6% |
| YTD | +10.6% | +14.8% | -4.2% | +2.4% |
| 1Y | +20.4% | +42.1% | -21.7% | +0.9% |
| All | +123.6% | +166.3% | -42.7% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling