+41.2%
KEY vs WWD
+198.3%
-157.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | -3.0% | -7.2% | +4.1% | -0.1% |
| 3M | +3.3% | -3.8% | +7.2% | +3.8% |
| 6M | +9.2% | -9.9% | +19.1% | +12.1% |
| YTD | +10.6% | +14.8% | -4.2% | +1.0% |
| 1Y | +20.4% | +42.1% | -21.7% | -1.7% |
| 3Y | +121.8% | +170.8% | -48.9% | +26.6% |
| All | +41.2% | +198.3% | -157.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling