+90.1%
KEYS vs GWW
+222.0%
-131.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +3.5% | -3.4% | +6.9% | +5.2% |
| 30D | -4.5% | -1.9% | -2.6% | -3.7% |
| 3M | -0.4% | -2.4% | +2.0% | +0.3% |
| 6M | +19.1% | +15.7% | +3.4% | +9.4% |
| YTD | +66.7% | +27.6% | +39.1% | +45.2% |
| 1Y | +96.5% | +27.2% | +69.3% | +71.2% |
| 3Y | +155.2% | +89.7% | +65.5% | +81.7% |
| All | +90.1% | +222.0% | -131.9% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling