+129.3%
WFC vs KEY
+40.7%
+88.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +3.8% | +2.2% | +1.6% | +2.5% |
| 30D | +1.5% | -3.0% | +4.5% | +3.2% |
| 3M | +10.9% | +3.3% | +7.5% | +8.8% |
| 6M | +8.4% | +9.2% | -0.8% | +3.3% |
| YTD | -1.9% | +10.6% | -12.5% | -7.2% |
| 1Y | +12.3% | +20.4% | -8.1% | +1.1% |
| 3Y | +132.3% | +121.8% | +10.5% | +49.4% |
| All | +129.3% | +40.7% | +88.6% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling