+1,058.3%
KEYS vs WWD
+704.9%
+353.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.0% |
| 7D | +2.3% | +1.3% | +1.0% | +1.8% |
| 30D | -2.6% | -7.2% | +4.5% | +0.1% |
| 3M | -4.6% | -3.8% | -0.8% | -3.7% |
| 6M | +8.7% | -9.9% | +18.6% | +12.2% |
| YTD | +61.0% | +14.8% | +46.2% | +51.6% |
| 1Y | +96.0% | +42.1% | +53.9% | +70.3% |
| 3Y | +144.4% | +170.8% | -26.4% | +66.9% |
| 5Y | +80.5% | +197.5% | -117.0% | +16.7% |
| 10Y | +974.9% | +477.8% | +497.1% | +392.4% |
| All | +1,058.3% | +704.9% | +353.4% | +358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling