+272.0%
KEYS vs TW
+211.2%
+60.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | -1.3% | -0.6% | -0.7% | -1.2% |
| 3M | -0.1% | +3.4% | -3.5% | -2.1% |
| 6M | +17.4% | -18.4% | +35.8% | +23.3% |
| YTD | +62.9% | -3.9% | +66.8% | +62.2% |
| 1Y | +95.7% | -13.3% | +109.1% | +100.9% |
| 3Y | +150.2% | +20.8% | +129.4% | +125.7% |
| 5Y | +83.1% | +20.3% | +62.8% | +61.5% |
| All | +272.0% | +211.2% | +60.8% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling