+90.1%
KEYS vs WPM
+263.6%
-173.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.5% |
| 7D | +3.5% | -0.6% | +4.0% | +3.6% |
| 30D | -4.5% | +14.4% | -18.9% | -7.8% |
| 3M | -0.4% | +37.0% | -37.4% | -8.3% |
| 6M | +19.1% | +4.1% | +15.0% | +16.3% |
| YTD | +66.7% | +31.7% | +34.9% | +54.1% |
| 1Y | +96.5% | +44.2% | +52.3% | +77.1% |
| 3Y | +155.2% | +265.5% | -110.3% | +78.5% |
| All | +90.1% | +263.6% | -173.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling