+51.6%
WM vs KEYS
+82.0%
-30.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -1.2% | +2.9% | -4.1% | -1.4% |
| 30D | -4.5% | -1.3% | -3.2% | -4.4% |
| 3M | -2.2% | -0.1% | -2.1% | -2.5% |
| 6M | -11.5% | +17.4% | -28.8% | -13.4% |
| YTD | -0.7% | +62.9% | -63.6% | -6.8% |
| 1Y | +0.3% | +95.7% | -95.4% | -8.3% |
| 3Y | +44.2% | +150.2% | -106.0% | +24.0% |
| 5Y | +51.6% | +83.1% | -31.5% | +37.6% |
| All | +51.6% | +82.0% | -30.4% | +37.6% |
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