+747.7%
EEM vs KEY
+106.7%
+641.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.1% |
| 7D | -0.1% | -0.4% | +0.2% | 0.0% |
| 30D | -8.6% | +7.2% | -15.8% | -10.5% |
| 3M | -7.0% | -4.9% | -2.1% | -5.8% |
| 6M | -9.7% | +1.1% | -10.8% | -10.2% |
| YTD | +12.1% | +6.8% | +5.3% | +9.5% |
| 1Y | +14.1% | +23.3% | -9.2% | +6.8% |
| 3Y | +72.1% | +126.1% | -53.9% | +31.1% |
| 5Y | +34.1% | +15.2% | +18.9% | +17.7% |
| 10Y | +109.6% | +113.6% | -4.0% | +37.4% |
| All | +747.7% | +106.7% | +641.1% | +356.6% |
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