+9,012.0%
WMT vs KEY
+1,050.5%
+7,961.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +3.9% | +2.2% | +1.7% | +3.6% |
| 30D | -4.4% | -3.0% | -1.4% | -4.0% |
| 3M | -8.8% | +3.3% | -12.1% | -9.3% |
| 6M | -15.6% | +9.2% | -24.8% | -16.9% |
| YTD | -3.2% | +10.6% | -13.9% | -5.0% |
| 1Y | +7.0% | +20.4% | -13.4% | +3.5% |
| 3Y | +105.3% | +121.8% | -16.5% | +77.4% |
| 5Y | +129.3% | +41.1% | +88.1% | +106.1% |
| 10Y | +423.9% | +168.5% | +255.4% | +295.4% |
| All | +9,012.0% | +1,050.5% | +7,961.4% | +3,334.5% |
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