+1,071.7%
KEYS vs WAB
+302.4%
+769.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | -1.3% | -4.6% | +3.2% | +0.8% |
| 3M | -0.1% | +5.6% | -5.8% | -2.6% |
| 6M | +17.4% | +13.8% | +3.6% | +10.9% |
| YTD | +62.9% | +31.9% | +31.1% | +44.7% |
| 1Y | +95.7% | +48.3% | +47.5% | +65.6% |
| 3Y | +150.2% | +167.1% | -16.9% | +67.3% |
| 5Y | +83.1% | +222.9% | -139.8% | +13.3% |
| 10Y | +1,020.9% | +289.9% | +731.0% | +476.7% |
| All | +1,071.7% | +302.4% | +769.3% | +494.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling