+1,080.2%
KEYS vs NWSA
+129.9%
+950.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.7% |
| 7D | +4.4% | -2.6% | +7.1% | +5.6% |
| 30D | -2.2% | +4.6% | -6.8% | -4.2% |
| 3M | +0.5% | +10.2% | -9.7% | -4.7% |
| 6M | +22.4% | +21.6% | +0.8% | +10.3% |
| YTD | +64.1% | +14.6% | +49.5% | +51.0% |
| 1Y | +97.0% | +0.4% | +96.6% | +92.0% |
| 3Y | +152.0% | +45.0% | +107.0% | +108.6% |
| 5Y | +83.7% | +41.3% | +42.5% | +50.2% |
| 10Y | +997.9% | +142.8% | +855.1% | +551.7% |
| All | +1,080.2% | +129.9% | +950.3% | +589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling