-42.1%
KWEB vs KEY
+38.4%
-80.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -5.6% | -1.5% | -4.0% | -5.2% |
| 30D | -10.7% | -3.7% | -7.0% | -9.9% |
| 3M | -7.4% | -1.3% | -6.2% | -7.3% |
| 6M | -19.3% | +13.3% | -32.6% | -22.1% |
| YTD | -27.8% | +9.0% | -36.7% | -29.6% |
| 1Y | -35.9% | +18.7% | -54.6% | -39.0% |
| 3Y | -1.9% | +125.3% | -127.2% | -23.7% |
| All | -42.1% | +38.4% | -80.5% | -47.2% |
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