+90.1%
KEYS vs NWSA
+40.0%
+50.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -2.8% | +6.3% | +4.7% |
| 30D | -4.5% | +3.0% | -7.5% | -5.8% |
| 3M | -0.4% | +12.3% | -12.7% | -6.5% |
| 6M | +19.1% | +21.9% | -2.7% | +6.5% |
| YTD | +66.7% | +13.6% | +53.1% | +53.4% |
| 1Y | +96.5% | +0.5% | +96.0% | +92.7% |
| 3Y | +155.2% | +43.8% | +111.4% | +108.2% |
| All | +90.1% | +40.0% | +50.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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