+90.1%
KEYS vs WCN
+24.9%
+65.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -3.1% | +6.6% | +4.5% |
| 30D | -4.5% | -3.4% | -1.1% | -3.5% |
| 3M | -0.4% | +3.0% | -3.4% | -2.7% |
| 6M | +19.1% | -3.8% | +22.9% | +19.3% |
| YTD | +66.7% | -8.3% | +75.0% | +70.4% |
| 1Y | +96.5% | -9.7% | +106.2% | +101.9% |
| 3Y | +155.2% | +17.2% | +138.0% | +119.8% |
| All | +90.1% | +24.9% | +65.1% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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