+201.1%
WELL vs KEYS
+87.1%
+114.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.5% |
| 7D | -0.2% | +3.5% | -3.7% | -0.7% |
| 30D | +2.3% | -4.5% | +6.8% | +2.8% |
| 3M | +12.3% | -0.4% | +12.7% | +11.8% |
| 6M | +15.6% | +19.1% | -3.6% | +11.8% |
| YTD | +28.3% | +66.7% | -38.4% | +17.1% |
| 1Y | +41.9% | +96.5% | -54.5% | +25.5% |
| 3Y | +198.3% | +155.2% | +43.2% | +143.4% |
| All | +201.1% | +87.1% | +114.0% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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