+59.6%
KEYS vs GWW
+55.5%
+4.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.5% | -12.8% | -7.9% |
| 7D | -14.8% | +11.1% | -25.9% | -17.5% |
| 30D | -25.6% | +15.7% | -41.3% | -29.1% |
| 3M | -16.2% | +14.8% | -31.0% | -20.0% |
| 6M | -18.6% | +30.9% | -49.6% | -27.9% |
| YTD | +40.7% | +48.5% | -7.8% | +17.8% |
| 1Y | +59.6% | +57.1% | +2.5% | +29.2% |
| All | +59.6% | +55.5% | +4.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling