+83.7%
KEYS vs WST
-25.8%
+109.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | -2.2% | -4.6% | +2.4% | -1.2% |
| 3M | +0.5% | +5.7% | -5.1% | -1.0% |
| 6M | +22.4% | +37.6% | -15.2% | +12.7% |
| YTD | +64.1% | +23.0% | +41.1% | +54.9% |
| 1Y | +97.0% | +33.8% | +63.1% | +81.7% |
| 3Y | +152.0% | -13.4% | +165.4% | +146.9% |
| 5Y | +83.7% | -27.0% | +110.7% | +98.3% |
| All | +83.7% | -25.8% | +109.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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