+96.0%
KEYS vs WETO
-98.9%
+194.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -20.8% | +22.2% | +1.6% |
| 7D | +2.3% | -55.4% | +57.7% | +2.8% |
| 30D | -2.6% | -48.5% | +45.9% | -3.8% |
| 3M | -4.6% | -97.5% | +92.9% | -3.3% |
| 6M | +8.7% | -94.2% | +102.9% | +7.3% |
| YTD | +61.0% | -97.0% | +158.1% | +58.0% |
| 1Y | +96.0% | -98.9% | +194.9% | +97.6% |
| All | +96.0% | -98.9% | +194.9% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling