+1,080.2%
KEYS vs WEC
+235.9%
+844.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +4.4% | +0.8% | +3.6% | +4.2% |
| 30D | -2.2% | +0.3% | -2.6% | -2.3% |
| 3M | +0.5% | -2.9% | +3.5% | +1.0% |
| 6M | +22.4% | -5.9% | +28.3% | +23.7% |
| YTD | +64.1% | +4.1% | +59.9% | +62.0% |
| 1Y | +97.0% | +3.1% | +93.8% | +94.5% |
| 3Y | +152.0% | +40.8% | +111.2% | +128.5% |
| 5Y | +83.7% | +31.7% | +52.0% | +68.5% |
| 10Y | +997.9% | +141.1% | +856.8% | +828.4% |
| All | +1,080.2% | +235.9% | +844.4% | +809.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling