+1,052.7%
KEYS vs WTW
+254.3%
+798.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | +0.9% | -7.8% | +8.7% | +3.9% |
| 30D | -5.3% | -7.9% | +2.6% | -2.6% |
| 3M | +0.5% | +19.9% | -19.4% | -7.5% |
| 6M | +14.0% | +9.8% | +4.2% | +7.6% |
| YTD | +60.3% | -3.3% | +63.6% | +58.3% |
| 1Y | +91.3% | -3.3% | +94.6% | +88.3% |
| 3Y | +146.1% | +61.5% | +84.6% | +84.1% |
| 5Y | +80.8% | +42.6% | +38.2% | +42.5% |
| 10Y | +1,002.8% | +197.1% | +805.7% | +479.2% |
| All | +1,052.7% | +254.3% | +798.4% | +464.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling