+90.1%
KEYS vs WWD
+184.1%
-94.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.4% |
| 7D | +3.5% | -2.6% | +6.1% | +4.7% |
| 30D | -4.5% | -6.9% | +2.5% | -1.4% |
| 3M | -0.4% | -13.0% | +12.6% | +5.3% |
| 6M | +19.1% | -12.5% | +31.6% | +24.9% |
| YTD | +66.7% | +11.8% | +54.8% | +56.3% |
| 1Y | +96.5% | +41.1% | +55.4% | +65.7% |
| 3Y | +155.2% | +163.1% | -7.9% | +62.7% |
| All | +90.1% | +184.1% | -94.1% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling