+59.6%
KEYS vs WAB
+46.5%
+13.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.1% | -7.4% | -7.2% |
| 7D | -14.8% | +4.5% | -19.3% | -17.8% |
| 30D | -25.6% | +1.1% | -26.7% | -26.2% |
| 3M | -16.2% | -1.3% | -15.0% | -15.4% |
| 6M | -18.6% | +12.7% | -31.4% | -26.2% |
| YTD | +40.7% | +38.7% | +2.0% | +6.2% |
| 1Y | +59.6% | +44.9% | +14.7% | +13.3% |
| All | +59.6% | +46.5% | +13.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling