+854.3%
EEM vs KEY
+114.1%
+740.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | +2.3% | +2.2% | +0.1% | +1.7% |
| 30D | +4.5% | -3.0% | +7.6% | +5.4% |
| 3M | -0.1% | +3.3% | -3.4% | -1.1% |
| 6M | +16.9% | +9.2% | +7.8% | +13.8% |
| YTD | +26.2% | +10.6% | +15.6% | +22.2% |
| 1Y | +40.5% | +20.4% | +20.1% | +32.4% |
| 3Y | +86.2% | +121.8% | -35.7% | +42.1% |
| 5Y | +45.5% | +41.1% | +4.3% | +20.0% |
| 10Y | +128.6% | +168.5% | -39.9% | +39.4% |
| All | +854.3% | +114.1% | +740.2% | +409.2% |
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 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