+24.1%
KWEB vs KEY
+186.4%
-162.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.9% | -2.2% |
| 7D | -1.3% | +2.7% | -4.0% | -2.0% |
| 30D | -11.5% | -3.2% | -8.3% | -10.8% |
| 3M | -2.9% | +1.0% | -3.9% | -3.3% |
| 6M | -14.6% | +11.9% | -26.5% | -17.3% |
| YTD | -25.5% | +8.7% | -34.2% | -27.4% |
| 1Y | -31.1% | +18.5% | -49.6% | -34.4% |
| 3Y | +3.0% | +124.0% | -121.0% | -19.3% |
| 5Y | -42.6% | +40.8% | -83.4% | -50.8% |
| 10Y | -21.1% | +167.0% | -188.1% | -52.1% |
| All | +24.1% | +186.4% | -162.2% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling