+1,018.0%
KEYS vs WCC
+541.6%
+476.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +2.8% |
| 7D | +3.5% | +1.5% | +2.0% | +3.0% |
| 30D | -4.5% | -2.1% | -2.3% | -3.8% |
| 3M | -0.4% | +3.8% | -4.2% | -1.6% |
| 6M | +19.1% | +35.0% | -15.8% | +8.2% |
| YTD | +66.7% | +46.4% | +20.3% | +47.7% |
| 1Y | +96.5% | +63.0% | +33.5% | +68.4% |
| 3Y | +155.2% | +133.9% | +21.2% | +90.2% |
| 5Y | +88.0% | +226.5% | -138.5% | +23.2% |
| All | +1,018.0% | +541.6% | +476.4% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling