-1.2%
KWEB vs KEY
+121.2%
-122.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -14.9% | -3.3% | -11.6% | -14.4% |
| 3M | -5.4% | -0.7% | -4.7% | -5.4% |
| 6M | -18.9% | +12.5% | -31.4% | -21.1% |
| YTD | -27.2% | +8.4% | -35.6% | -28.7% |
| 1Y | -34.2% | +18.4% | -52.7% | -36.8% |
| All | -1.2% | +121.2% | -122.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling