+1,071.7%
KEYS vs GWW
+570.3%
+501.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | -1.3% | -1.4% | +0.1% | -0.8% |
| 3M | -0.1% | -3.6% | +3.5% | +1.0% |
| 6M | +17.4% | +15.1% | +2.3% | +10.1% |
| YTD | +62.9% | +27.5% | +35.4% | +46.4% |
| 1Y | +95.7% | +29.6% | +66.1% | +74.7% |
| 3Y | +150.2% | +90.1% | +60.1% | +91.8% |
| 5Y | +83.1% | +222.6% | -139.5% | +13.6% |
| 10Y | +1,020.9% | +566.5% | +454.4% | +442.0% |
| All | +1,071.7% | +570.3% | +501.5% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling