+265.8%
WMB vs KEYS
+87.1%
+178.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.1% |
| 7D | -1.0% | +3.5% | -4.5% | -1.6% |
| 30D | -0.4% | -4.5% | +4.0% | +0.2% |
| 3M | +3.2% | -0.4% | +3.6% | +2.8% |
| 6M | +0.1% | +19.1% | -19.1% | -3.5% |
| YTD | +23.9% | +66.7% | -42.8% | +11.8% |
| 1Y | +27.6% | +96.5% | -68.9% | +11.4% |
| 3Y | +141.9% | +155.2% | -13.2% | +96.5% |
| All | +265.8% | +87.1% | +178.7% | +212.4% |
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