+130.8%
WMT vs KEY
+40.7%
+90.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -5.8% | -3.3% | -2.6% | -5.6% |
| 3M | -10.8% | -0.7% | -10.0% | -10.7% |
| 6M | -14.3% | +12.5% | -26.9% | -15.3% |
| YTD | -4.4% | +8.4% | -12.8% | -5.3% |
| 1Y | +4.3% | +18.4% | -14.1% | +2.4% |
| 3Y | +100.1% | +123.3% | -23.3% | +84.8% |
| 5Y | +130.8% | +38.8% | +92.0% | +122.1% |
| All | +130.8% | +40.7% | +90.1% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling