+741.3%
EEM vs KEY
+106.0%
+635.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.1% |
| 3M | -7.1% | -5.0% | -2.1% | -5.8% |
| 6M | -10.4% | +0.7% | -11.1% | -10.8% |
| YTD | +11.3% | +6.5% | +4.8% | +8.8% |
| 1Y | +11.3% | +22.6% | -11.4% | +4.4% |
| 3Y | +69.6% | +125.3% | -55.7% | +29.3% |
| 5Y | +33.6% | +13.9% | +19.7% | +17.7% |
| 10Y | +114.1% | +105.3% | +8.8% | +42.1% |
| All | +741.3% | +106.0% | +635.3% | +353.6% |
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