+1,033.6%
KEY vs WY
+606.3%
+427.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +1.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.3% |
| 30D | +6.9% | +8.0% | -1.2% | +2.1% |
| 3M | -5.0% | -17.7% | +12.7% | +4.7% |
| 6M | +0.7% | -10.8% | +11.5% | +5.6% |
| YTD | +6.5% | -10.6% | +17.1% | +10.5% |
| 1Y | +22.6% | -5.7% | +28.3% | +23.5% |
| 3Y | +125.3% | -24.8% | +150.1% | +154.1% |
| 5Y | +13.9% | -31.7% | +45.6% | +35.1% |
| 10Y | +105.3% | +2.9% | +102.4% | +88.0% |
| All | +1,033.6% | +606.3% | +427.3% | +380.0% |
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