+443.3%
WELL vs KEYS
+1,067.2%
-623.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -2.2% | +0.9% | -3.2% | -2.4% |
| 30D | +4.7% | -5.3% | +9.9% | +5.6% |
| 3M | +11.9% | +0.5% | +11.4% | +10.9% |
| 6M | +14.3% | +14.0% | +0.2% | +10.1% |
| YTD | +28.4% | +60.3% | -31.9% | +14.3% |
| 1Y | +42.3% | +91.3% | -49.0% | +21.4% |
| 3Y | +202.6% | +146.1% | +56.4% | +137.4% |
| 5Y | +206.5% | +80.8% | +125.8% | +155.0% |
| 10Y | +356.2% | +1,002.8% | -646.6% | +172.7% |
| All | +443.3% | +1,067.2% | -623.9% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling