+96.0%
KEYS vs WYNN
-26.4%
+122.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.3% | -3.9% | +6.2% | +3.2% |
| 30D | -2.6% | -9.3% | +6.7% | -0.2% |
| 3M | -4.6% | -11.4% | +6.8% | -1.7% |
| 6M | +8.7% | -11.0% | +19.7% | +11.5% |
| YTD | +61.0% | -23.4% | +84.4% | +72.2% |
| 1Y | +96.0% | -24.8% | +120.8% | +109.8% |
| All | +96.0% | -26.4% | +122.4% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling