+281.4%
WMB vs KEY
+96.4%
+184.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +7.8% | +2.9% | +4.9% | +6.7% |
| 30D | -5.1% | +8.4% | -13.5% | -8.1% |
| 3M | -4.7% | -5.8% | +1.0% | -2.8% |
| 6M | -7.4% | +5.4% | -12.8% | -9.6% |
| YTD | +17.5% | +7.1% | +10.4% | +13.2% |
| 1Y | +19.5% | +26.8% | -7.3% | +7.7% |
| 3Y | +121.3% | +128.7% | -7.4% | +50.1% |
| 5Y | +200.5% | +13.6% | +186.9% | +156.6% |
| All | +281.4% | +96.4% | +184.9% | +112.6% |
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 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