+96.5%
KEYS vs WU
-9.1%
+105.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +4.0% |
| 7D | +3.5% | -3.5% | +7.0% | +3.7% |
| 30D | -4.5% | -2.9% | -1.5% | -4.4% |
| 3M | -0.4% | -2.3% | +1.9% | -2.3% |
| 6M | +19.1% | -25.4% | +44.5% | +22.2% |
| YTD | +66.7% | -21.2% | +87.9% | +68.8% |
| 1Y | +96.5% | -8.9% | +105.3% | +88.9% |
| All | +96.5% | -9.1% | +105.5% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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