+1,080.2%
KEYS vs WCN
+471.7%
+608.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | +4.4% | -0.4% | +4.9% | +4.6% |
| 30D | -2.2% | -2.1% | -0.1% | -1.4% |
| 3M | +0.5% | +6.4% | -5.8% | -4.0% |
| 6M | +22.4% | -3.7% | +26.1% | +22.4% |
| YTD | +64.1% | -6.4% | +70.4% | +66.4% |
| 1Y | +97.0% | -7.9% | +104.9% | +100.8% |
| 3Y | +152.0% | +20.8% | +131.2% | +114.1% |
| 5Y | +83.7% | +29.0% | +54.8% | +48.4% |
| 10Y | +997.9% | +236.4% | +761.5% | +444.6% |
| All | +1,080.2% | +471.7% | +608.5% | +358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling