+40.2%
KEYS vs WYNN
-34.2%
+74.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.7% | -5.1% | -8.3% |
| 7D | -21.0% | +6.9% | -27.9% | -21.7% |
| 30D | -32.8% | +3.5% | -36.4% | -33.0% |
| 3M | -22.4% | -21.4% | -1.1% | -17.3% |
| 6M | -26.8% | -25.0% | -1.8% | -20.6% |
| YTD | +28.3% | -33.6% | +61.9% | +44.2% |
| 1Y | +40.2% | -36.0% | +76.3% | +59.7% |
| All | +40.2% | -34.2% | +74.4% | +59.7% |
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