+101.9%
WMT vs KEYS
+154.3%
-52.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.6% | +1.0% |
| 7D | 0.0% | +3.5% | -3.5% | -0.3% |
| 30D | -7.4% | -4.5% | -2.9% | -7.1% |
| 3M | -10.9% | -0.4% | -10.5% | -11.1% |
| 6M | -12.7% | +19.1% | -31.8% | -14.9% |
| YTD | -3.2% | +66.7% | -69.9% | -10.0% |
| 1Y | +5.3% | +96.5% | -91.2% | -4.5% |
| 3Y | +101.9% | +155.2% | -53.3% | +70.8% |
| All | +101.9% | +154.3% | -52.5% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3y: compounded portfolio wealth divided by compounded KEYS 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…
3y analysis · Full analysis span regression · 6 months rolling