+96.5%
KEYS vs WAT
+38.4%
+58.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.7% |
| 7D | +3.5% | -0.3% | +3.7% | +3.5% |
| 30D | -4.5% | -1.9% | -2.6% | -4.2% |
| 3M | -0.4% | +13.5% | -13.9% | -2.4% |
| 6M | +19.1% | +37.2% | -18.1% | +12.2% |
| YTD | +66.7% | +7.5% | +59.2% | +62.4% |
| 1Y | +96.5% | +35.0% | +61.5% | +87.0% |
| All | +96.5% | +38.4% | +58.1% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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