+141.4%
KEYS vs WWD
+148.2%
-6.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.8% |
| 7D | +9.4% | +4.0% | +5.4% | +7.4% |
| 30D | -16.8% | +0.4% | -17.2% | -16.7% |
| 3M | -15.9% | -7.9% | -8.0% | -12.3% |
| 6M | -17.6% | -10.6% | -6.9% | -13.7% |
| YTD | +46.5% | +9.4% | +37.1% | +38.2% |
| 1Y | +66.9% | +25.7% | +41.1% | +46.5% |
| 3Y | +141.4% | +148.5% | -7.2% | +61.8% |
| All | +141.4% | +148.2% | -6.8% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling