+1,058.3%
KEYS vs WCC
+395.8%
+662.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.4% | +0.1% |
| 7D | +2.3% | +4.5% | -2.2% | +0.8% |
| 30D | -2.6% | -5.8% | +3.2% | -0.7% |
| 3M | -4.6% | -3.7% | -1.0% | -3.5% |
| 6M | +8.7% | +23.1% | -14.3% | +1.6% |
| YTD | +61.0% | +44.2% | +16.9% | +43.2% |
| 1Y | +96.0% | +62.1% | +33.9% | +68.0% |
| 3Y | +144.4% | +121.1% | +23.3% | +84.2% |
| 5Y | +80.5% | +214.0% | -133.5% | +18.4% |
| 10Y | +974.9% | +472.8% | +502.1% | +438.0% |
| All | +1,058.3% | +395.8% | +662.4% | +453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling