+169.3%
KEY vs WY
+5.8%
+163.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | 0.0% |
| 7D | -0.3% | -1.7% | +1.4% | +0.8% |
| 30D | -3.3% | -9.9% | +6.6% | +3.1% |
| 3M | -0.7% | -7.5% | +6.8% | +3.4% |
| 6M | +12.5% | -5.1% | +17.7% | +14.7% |
| YTD | +8.4% | -2.1% | +10.5% | +7.4% |
| 1Y | +18.4% | -7.3% | +25.8% | +21.2% |
| 3Y | +123.3% | -22.6% | +146.0% | +154.4% |
| 5Y | +38.8% | -19.8% | +58.6% | +51.7% |
| 10Y | +169.3% | +9.6% | +159.7% | +120.2% |
| All | +169.3% | +5.8% | +163.5% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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