+264.5%
WMB vs KEY
+120.9%
+143.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -13.8% | -1.3% | -12.5% | -13.4% |
| 30D | -10.3% | +5.1% | -15.5% | -12.1% |
| 3M | -10.1% | -7.1% | -2.9% | -7.7% |
| 6M | -11.8% | -4.4% | -7.5% | -10.8% |
| YTD | +8.9% | +4.0% | +4.9% | +6.2% |
| 1Y | +14.0% | +23.4% | -9.4% | +3.8% |
| 3Y | +100.5% | +113.9% | -13.4% | +39.9% |
| 5Y | +179.5% | +12.3% | +167.2% | +139.2% |
| All | +264.5% | +120.9% | +143.5% | +102.7% |
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