+105.3%
KEY vs WY
0.0%
+105.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +1.2% |
| 7D | +0.5% | +0.2% | +0.3% | +0.2% |
| 30D | +6.9% | +8.0% | -1.2% | +1.2% |
| 3M | -5.0% | -17.7% | +12.7% | +6.6% |
| 6M | +0.7% | -10.8% | +11.5% | +6.4% |
| YTD | +6.5% | -10.6% | +17.1% | +10.9% |
| 1Y | +22.6% | -5.7% | +28.3% | +23.1% |
| 3Y | +125.3% | -24.8% | +150.1% | +158.3% |
| 5Y | +13.9% | -31.7% | +45.6% | +37.8% |
| 10Y | +105.3% | +2.9% | +102.4% | +79.5% |
| All | +105.3% | 0.0% | +105.3% | +79.5% |
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