+801.2%
KEYS vs WING
+637.4%
+163.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | +9.4% | -2.5% | +11.9% | +9.8% |
| 30D | -16.8% | +29.5% | -46.3% | -21.2% |
| 3M | -15.9% | +40.2% | -56.0% | -22.1% |
| 6M | -17.6% | +32.7% | -50.3% | -23.9% |
| YTD | +46.5% | -32.8% | +79.3% | +52.5% |
| 1Y | +66.9% | -31.7% | +98.6% | +72.9% |
| 3Y | +141.4% | -24.7% | +166.1% | +132.4% |
| 5Y | +59.5% | -0.5% | +60.0% | +36.6% |
| 10Y | +761.1% | +647.5% | +113.6% | +382.6% |
| All | +801.2% | +637.4% | +163.8% | +386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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