+155.2%
KEYS vs WSM
+230.1%
-74.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | -4.5% | -7.7% | +3.2% | -1.8% |
| 3M | -0.4% | +3.8% | -4.2% | -2.2% |
| 6M | +19.1% | +22.7% | -3.5% | +9.7% |
| YTD | +66.7% | +28.0% | +38.7% | +51.4% |
| 1Y | +96.5% | +12.7% | +83.7% | +85.8% |
| 3Y | +155.2% | +231.3% | -76.1% | +79.2% |
| All | +155.2% | +230.1% | -74.9% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling