+167.9%
WMT vs KEY
+16.6%
+151.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | +12.9% | +7.2% | +5.6% | +12.2% |
| 3M | +12.6% | -4.9% | +17.5% | +13.1% |
| 6M | -3.4% | +1.1% | -4.5% | -3.6% |
| YTD | +13.5% | +6.8% | +6.7% | +12.6% |
| 1Y | +23.5% | +23.3% | +0.2% | +20.9% |
| 3Y | +137.3% | +126.1% | +11.3% | +119.2% |
| 5Y | +167.9% | +15.2% | +152.7% | +157.8% |
| All | +167.9% | +16.6% | +151.3% | +157.8% |
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