+1,018.0%
KEYS vs WWD
+498.2%
+519.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.5% |
| 7D | +3.5% | -2.6% | +6.1% | +4.5% |
| 30D | -4.5% | -6.9% | +2.5% | -2.0% |
| 3M | -0.4% | -13.0% | +12.6% | +4.3% |
| 6M | +19.1% | -12.5% | +31.6% | +24.0% |
| YTD | +66.7% | +11.8% | +54.8% | +58.7% |
| 1Y | +96.5% | +41.1% | +55.4% | +71.9% |
| 3Y | +155.2% | +163.1% | -7.9% | +78.5% |
| 5Y | +88.0% | +187.6% | -99.6% | +25.0% |
| All | +1,018.0% | +498.2% | +519.8% | +442.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling