+90.1%
KEYS vs WTW
+42.0%
+48.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +3.5% | -5.7% | +9.2% | +4.7% |
| 30D | -4.5% | -7.3% | +2.8% | -3.1% |
| 3M | -0.4% | +21.5% | -21.9% | -5.7% |
| 6M | +19.1% | +9.6% | +9.5% | +15.6% |
| YTD | +66.7% | -3.3% | +69.9% | +68.2% |
| 1Y | +96.5% | -6.1% | +102.6% | +100.4% |
| 3Y | +155.2% | +61.8% | +93.3% | +90.4% |
| All | +90.1% | +42.0% | +48.1% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling