+99.1%
KEYS vs WETO
-99.4%
+198.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.5% | -2.5% | -7.0% |
| 7D | -3.7% | -8.6% | +4.9% | -3.7% |
| 30D | -12.0% | -71.7% | +59.7% | -12.2% |
| 3M | -10.2% | -97.7% | +87.5% | -9.8% |
| 6M | +12.6% | -95.5% | +108.1% | +11.6% |
| YTD | +55.0% | -97.3% | +152.3% | +53.3% |
| 1Y | +84.7% | -99.0% | +183.7% | +82.6% |
| All | +99.1% | -99.4% | +198.5% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling