+59.6%
KEYS vs WETO
-99.3%
+158.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +11.4% | -17.7% | -6.4% |
| 7D | -14.8% | +3.6% | -18.4% | -14.8% |
| 30D | -25.6% | -17.2% | -8.3% | -25.5% |
| 3M | -16.2% | -83.7% | +67.5% | -16.7% |
| 6M | -18.6% | -98.3% | +79.6% | -17.6% |
| YTD | +40.7% | -99.0% | +139.7% | +38.8% |
| 1Y | +59.6% | -99.4% | +159.0% | +58.2% |
| All | +59.6% | -99.3% | +158.9% | +58.2% |
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