+421.1%
WMT vs KEY
+171.1%
+250.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | -6.4% | -3.3% | -3.1% | -6.1% |
| 3M | -12.1% | -0.2% | -11.9% | -12.1% |
| 6M | -15.0% | +12.1% | -27.1% | -16.0% |
| YTD | -4.5% | +8.4% | -12.9% | -5.4% |
| 1Y | +6.2% | +17.6% | -11.5% | +4.2% |
| 3Y | +99.9% | +123.3% | -23.5% | +82.4% |
| 5Y | +131.4% | +39.5% | +91.9% | +117.9% |
| All | +421.1% | +171.1% | +250.0% | +344.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling