+80.8%
KEYS vs WAT
-5.3%
+86.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +0.9% | -2.9% | +3.8% | +2.0% |
| 30D | -5.3% | -3.2% | -2.0% | -4.2% |
| 3M | +0.5% | +10.6% | -10.1% | -3.5% |
| 6M | +14.0% | +34.0% | -20.0% | +0.4% |
| YTD | +60.3% | +5.7% | +54.5% | +54.0% |
| 1Y | +91.3% | +37.1% | +54.3% | +64.0% |
| 3Y | +146.1% | +52.4% | +93.8% | +91.9% |
| 5Y | +80.8% | -4.4% | +85.2% | +76.4% |
| All | +80.8% | -5.3% | +86.0% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling