+114.1%
EEM vs KEY
+109.2%
+4.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | -9.3% | +6.9% | -16.2% | -10.7% |
| 3M | -7.1% | -5.0% | -2.1% | -6.0% |
| 6M | -10.4% | +0.7% | -11.1% | -10.7% |
| YTD | +11.3% | +6.5% | +4.8% | +9.3% |
| 1Y | +11.3% | +22.6% | -11.4% | +5.6% |
| 3Y | +69.6% | +125.3% | -55.7% | +36.0% |
| 5Y | +33.6% | +13.9% | +19.7% | +22.4% |
| 10Y | +114.1% | +105.3% | +8.8% | +66.2% |
| All | +114.1% | +109.2% | +4.9% | +66.2% |
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 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