+455.3%
WELL vs KEY
+121.9%
+333.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | 0.0% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | +9.7% | +7.2% | +2.5% | +7.0% |
| 3M | +4.8% | -4.9% | +9.7% | +6.5% |
| 6M | +16.1% | +1.1% | +15.0% | +15.1% |
| YTD | +34.7% | +6.8% | +27.9% | +30.3% |
| 1Y | +31.9% | +23.3% | +8.6% | +20.8% |
| 3Y | +209.9% | +126.1% | +83.8% | +111.1% |
| 5Y | +226.5% | +15.2% | +211.3% | +177.0% |
| 10Y | +455.3% | +113.6% | +341.7% | +227.4% |
| All | +455.3% | +121.9% | +333.4% | +227.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling