+59.6%
KEYS vs WTW
+8.6%
+51.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.0% | -9.3% | -5.0% |
| 7D | -14.8% | +4.9% | -19.7% | -12.9% |
| 30D | -25.6% | +17.1% | -42.7% | -20.3% |
| 3M | -16.2% | -0.3% | -15.9% | -14.9% |
| 6M | -18.6% | +30.7% | -49.3% | -8.6% |
| YTD | +40.7% | +3.7% | +37.0% | +56.3% |
| 1Y | +59.6% | +5.9% | +53.7% | +77.6% |
| All | +59.6% | +8.6% | +51.0% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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