+1,078.2%
KEY vs WY
+688.1%
+390.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.2% |
| 7D | +2.2% | -1.7% | +3.9% | +3.2% |
| 30D | -3.0% | -10.1% | +7.1% | +2.5% |
| 3M | +3.3% | -5.1% | +8.5% | +5.5% |
| 6M | +9.2% | -4.8% | +14.0% | +10.9% |
| YTD | +10.6% | -0.2% | +10.9% | +8.9% |
| 1Y | +20.4% | -6.6% | +27.0% | +22.4% |
| 3Y | +121.8% | -22.7% | +144.6% | +148.6% |
| 5Y | +41.1% | -22.2% | +63.3% | +56.4% |
| 10Y | +168.5% | +7.3% | +161.2% | +140.5% |
| All | +1,078.2% | +688.1% | +390.1% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling