+96.0%
KEYS vs WSM
+19.9%
+76.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.6% |
| 7D | +2.3% | -3.3% | +5.5% | +3.6% |
| 30D | -2.6% | -8.4% | +5.8% | +0.7% |
| 3M | -4.6% | +9.7% | -14.3% | -9.1% |
| 6M | +8.7% | +16.7% | -7.9% | +0.5% |
| YTD | +61.0% | +28.7% | +32.4% | +43.5% |
| 1Y | +96.0% | +13.7% | +82.3% | +78.9% |
| All | +96.0% | +19.9% | +76.1% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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