+10,587.0%
WMT vs KEY
+1,010.6%
+9,576.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +12.9% | +7.2% | +5.6% | +11.6% |
| 3M | +12.6% | -4.9% | +17.5% | +13.4% |
| 6M | -3.4% | +1.1% | -4.5% | -3.8% |
| YTD | +13.5% | +6.8% | +6.7% | +11.9% |
| 1Y | +23.5% | +23.3% | +0.2% | +19.1% |
| 3Y | +137.3% | +126.1% | +11.3% | +104.9% |
| 5Y | +167.9% | +15.2% | +152.7% | +149.0% |
| 10Y | +526.6% | +113.6% | +413.0% | +391.9% |
| All | +10,587.0% | +1,010.6% | +9,576.5% | +3,948.2% |
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 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