+132.3%
EEM vs KEY
+167.1%
-34.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | +5.1% | -3.3% | +8.4% | +5.9% |
| 3M | +4.6% | -0.7% | +5.3% | +4.7% |
| 6M | +17.8% | +12.5% | +5.2% | +14.4% |
| YTD | +25.8% | +8.4% | +17.4% | +23.1% |
| 1Y | +36.4% | +18.4% | +17.9% | +30.5% |
| 3Y | +90.0% | +123.3% | -33.3% | +52.5% |
| 5Y | +46.6% | +38.8% | +7.7% | +27.3% |
| 10Y | +132.3% | +169.3% | -37.0% | +58.3% |
| All | +132.3% | +167.1% | -34.9% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling