+1,071.7%
KEYS vs WY
+9.2%
+1,062.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +2.9% | -1.7% | +4.6% | +3.6% |
| 30D | -1.3% | -9.9% | +8.5% | +2.7% |
| 3M | -0.1% | -7.5% | +7.4% | +2.3% |
| 6M | +17.4% | -5.1% | +22.5% | +18.8% |
| YTD | +62.9% | -2.1% | +65.0% | +61.8% |
| 1Y | +95.7% | -7.3% | +103.1% | +98.4% |
| 3Y | +150.2% | -22.6% | +172.8% | +170.7% |
| 5Y | +83.1% | -19.8% | +102.9% | +93.9% |
| 10Y | +1,020.9% | +9.6% | +1,011.4% | +854.1% |
| All | +1,071.7% | +9.2% | +1,062.5% | +861.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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