+90.1%
KEYS vs TW
+19.5%
+70.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +3.5% | -4.5% | +8.0% | +4.6% |
| 30D | -4.5% | -2.3% | -2.2% | -4.0% |
| 3M | -0.4% | +2.6% | -3.0% | -2.1% |
| 6M | +19.1% | -17.5% | +36.7% | +24.9% |
| YTD | +66.7% | -5.3% | +72.0% | +66.8% |
| 1Y | +96.5% | -14.8% | +111.2% | +103.2% |
| 3Y | +155.2% | +18.8% | +136.3% | +126.1% |
| All | +90.1% | +19.5% | +70.6% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling