+1,098.7%
KEYS vs WYNN
-42.9%
+1,141.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | +3.5% | -4.2% | +7.7% | +4.5% |
| 30D | -4.5% | -14.6% | +10.1% | -1.2% |
| 3M | -0.4% | -18.4% | +18.0% | +3.9% |
| 6M | +19.1% | -11.9% | +31.0% | +21.9% |
| YTD | +66.7% | -26.6% | +93.2% | +77.2% |
| 1Y | +96.5% | -28.5% | +125.0% | +109.5% |
| 3Y | +155.2% | -5.1% | +160.3% | +151.9% |
| 5Y | +88.0% | -10.5% | +98.5% | +81.0% |
| 10Y | +1,046.8% | +0.3% | +1,046.5% | +885.7% |
| All | +1,098.7% | -42.9% | +1,141.6% | +1,006.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling