+330.3%
WM vs KEYS
+758.4%
-428.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.1% |
| 7D | +3.2% | +9.4% | -6.2% | +2.0% |
| 30D | +13.0% | -16.8% | +29.8% | +15.3% |
| 3M | +9.2% | -15.9% | +25.1% | +11.0% |
| 6M | +13.6% | -17.6% | +31.2% | +15.2% |
| YTD | +12.4% | +46.5% | -34.1% | +1.9% |
| 1Y | +21.2% | +66.9% | -45.7% | +7.1% |
| 3Y | +48.7% | +141.4% | -92.7% | +18.3% |
| 5Y | +61.9% | +59.5% | +2.4% | +39.4% |
| All | +330.3% | +758.4% | -428.0% | +164.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling