+155.2%
KEYS vs TW
+19.1%
+136.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | +3.5% | -4.5% | +8.0% | +4.0% |
| 30D | -4.5% | -2.3% | -2.2% | -4.3% |
| 3M | -0.4% | +2.6% | -3.0% | -1.4% |
| 6M | +19.1% | -17.5% | +36.7% | +23.4% |
| YTD | +66.7% | -5.3% | +72.0% | +67.5% |
| 1Y | +96.5% | -14.8% | +111.2% | +101.6% |
| 3Y | +155.2% | +18.8% | +136.3% | +152.8% |
| All | +155.2% | +19.1% | +136.1% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling