+80.8%
KEYS vs WEC
+30.3%
+50.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | -5.3% | -0.4% | -4.9% | -5.2% |
| 3M | +0.5% | -6.8% | +7.3% | +1.5% |
| 6M | +14.0% | -6.4% | +20.4% | +15.0% |
| YTD | +60.3% | +2.5% | +57.8% | +58.9% |
| 1Y | +91.3% | -0.4% | +91.7% | +90.3% |
| 3Y | +146.1% | +38.5% | +107.6% | +124.7% |
| 5Y | +80.8% | +31.7% | +49.1% | +64.3% |
| All | +80.8% | +30.3% | +50.5% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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