+280.9%
WMB vs KEY
+107.2%
+173.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | -7.1% | +6.7% | -13.8% | -9.5% |
| 3M | -4.0% | -4.6% | +0.6% | -2.5% |
| 6M | -5.7% | +2.6% | -8.3% | -7.1% |
| YTD | +17.2% | +7.0% | +10.2% | +13.0% |
| 1Y | +17.2% | +23.5% | -6.3% | +6.7% |
| 3Y | +121.1% | +126.4% | -5.3% | +50.6% |
| 5Y | +197.2% | +13.0% | +184.2% | +154.5% |
| 10Y | +280.9% | +99.5% | +181.4% | +109.7% |
| All | +280.9% | +107.2% | +173.7% | +109.7% |
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