+10,577.7%
WMT vs KEY
+1,006.9%
+9,570.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.6% | +0.5% | 0.0% | +0.5% |
| 30D | +12.8% | +6.9% | +5.9% | +11.6% |
| 3M | +11.7% | -5.0% | +16.7% | +12.5% |
| 6M | -3.5% | +0.7% | -4.2% | -3.8% |
| YTD | +13.4% | +6.5% | +7.0% | +11.9% |
| 1Y | +23.6% | +22.6% | +1.0% | +19.3% |
| 3Y | +133.9% | +125.3% | +8.6% | +102.0% |
| 5Y | +170.1% | +13.9% | +156.2% | +151.5% |
| 10Y | +523.5% | +105.3% | +418.2% | +392.9% |
| All | +10,577.7% | +1,006.9% | +9,570.7% | +3,946.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling