+113.4%
WMB vs KEY
+118.7%
-5.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.1% |
| 7D | -6.7% | -0.4% | -6.3% | -6.6% |
| 30D | -8.6% | +7.2% | -15.8% | -10.0% |
| 3M | -4.9% | -4.9% | 0.0% | -4.0% |
| 6M | -6.3% | +1.1% | -7.4% | -6.7% |
| YTD | +13.0% | +6.8% | +6.2% | +10.7% |
| 1Y | +14.9% | +23.3% | -8.4% | +8.8% |
| 3Y | +113.4% | +126.1% | -12.7% | +77.7% |
| All | +113.4% | +118.7% | -5.3% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling