+83.4%
KEYS vs WYNN
-27.1%
+110.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.1% | -7.1% | -7.0% |
| 7D | -3.7% | -4.1% | +0.4% | -2.7% |
| 30D | -12.0% | -14.4% | +2.4% | -8.5% |
| 3M | -10.2% | -18.0% | +7.8% | -5.4% |
| 6M | +12.6% | -12.2% | +24.7% | +15.6% |
| YTD | +55.0% | -26.5% | +81.5% | +67.4% |
| All | +83.4% | -27.1% | +110.4% | +97.3% |
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