+121.1%
EEM vs KEY
+96.4%
+24.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +2.7% | +2.9% | -0.2% | +2.0% |
| 30D | -5.4% | +8.4% | -13.8% | -7.2% |
| 3M | -8.6% | -5.8% | -2.9% | -7.4% |
| 6M | -8.9% | +5.4% | -14.3% | -10.2% |
| YTD | +11.9% | +7.1% | +4.9% | +9.8% |
| 1Y | +13.1% | +26.8% | -13.7% | +6.5% |
| 3Y | +70.7% | +128.7% | -58.0% | +36.2% |
| 5Y | +31.8% | +13.6% | +18.1% | +20.8% |
| All | +121.1% | +96.4% | +24.7% | +66.0% |
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