+544.2%
WMT vs KEY
+96.4%
+447.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +2.0% | +2.9% | -0.9% | +1.8% |
| 30D | +10.3% | +8.4% | +1.8% | +9.4% |
| 3M | +11.0% | -5.8% | +16.7% | +11.6% |
| 6M | -2.3% | +5.4% | -7.8% | -2.9% |
| YTD | +15.7% | +7.1% | +8.6% | +14.7% |
| 1Y | +26.0% | +26.8% | -0.8% | +22.7% |
| 3Y | +136.5% | +128.7% | +7.8% | +115.6% |
| 5Y | +176.8% | +13.6% | +163.2% | +166.3% |
| All | +544.2% | +96.4% | +447.8% | +488.4% |
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