+27.4%
WMT vs KEY
+29.6%
-2.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +3.4% |
| 7D | +8.8% | +1.7% | +7.1% | +8.7% |
| 30D | +22.9% | +6.8% | +16.1% | +22.9% |
| 3M | +16.1% | -5.8% | +21.9% | +15.8% |
| 6M | -0.5% | +1.4% | -1.9% | -0.2% |
| YTD | +16.7% | +7.5% | +9.2% | +16.4% |
| 1Y | +27.4% | +29.6% | -2.2% | +27.9% |
| All | +27.4% | +29.6% | -2.2% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling