+142.9%
WFC vs KEY
+120.9%
+22.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +1.2% | -1.3% | +2.5% | +2.1% |
| 30D | +5.2% | +5.1% | +0.1% | +1.9% |
| 3M | -3.0% | -7.1% | +4.1% | +1.5% |
| 6M | +6.2% | -4.4% | +10.6% | +9.2% |
| YTD | -7.9% | +4.0% | -11.9% | -10.1% |
| 1Y | +0.3% | +23.4% | -23.1% | -12.2% |
| 3Y | +117.7% | +113.9% | +3.8% | +32.2% |
| 5Y | +88.4% | +12.3% | +76.0% | +62.1% |
| All | +142.9% | +120.9% | +22.0% | +19.5% |
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