+113.9%
KEY vs WY
-25.3%
+139.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.9% |
| 7D | -1.3% | +3.1% | -4.4% | -2.8% |
| 30D | +5.1% | +13.0% | -7.8% | -1.1% |
| 3M | -7.1% | -16.8% | +9.7% | +1.2% |
| 6M | -4.4% | -11.2% | +6.8% | +0.2% |
| YTD | +4.0% | -9.1% | +13.1% | +6.4% |
| 1Y | +23.4% | -4.8% | +28.2% | +22.6% |
| 3Y | +113.9% | -25.3% | +139.2% | +130.4% |
| All | +113.9% | -25.3% | +139.2% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling