+1,080.2%
KEYS vs WPM
+817.8%
+262.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +4.4% | +7.0% | -2.6% | +3.6% |
| 30D | -2.2% | +15.7% | -17.9% | -4.1% |
| 3M | +0.5% | +35.2% | -34.7% | -3.5% |
| 6M | +22.4% | +6.1% | +16.3% | +20.6% |
| YTD | +64.1% | +32.6% | +31.5% | +57.7% |
| 1Y | +97.0% | +46.9% | +50.0% | +86.8% |
| 3Y | +152.0% | +276.3% | -124.3% | +115.6% |
| 5Y | +83.7% | +260.0% | -176.3% | +56.3% |
| 10Y | +997.9% | +508.5% | +489.3% | +803.1% |
| All | +1,080.2% | +817.8% | +262.5% | +807.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling