-46.3%
KWEB vs KEY
+13.1%
-59.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -7.8% | +2.9% | -10.8% | -8.5% |
| 30D | -6.4% | +8.4% | -14.9% | -8.4% |
| 3M | -14.6% | -5.8% | -8.8% | -13.5% |
| 6M | -25.0% | +5.4% | -30.5% | -26.3% |
| YTD | -32.7% | +7.1% | -39.7% | -34.2% |
| 1Y | -37.3% | +26.8% | -64.1% | -41.3% |
| 3Y | -5.9% | +128.7% | -134.6% | -26.7% |
| All | -46.3% | +13.1% | -59.4% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling