+85.9%
EEM vs KEYS
+154.3%
-68.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | 0.0% |
| 7D | -1.3% | +3.5% | -4.7% | -2.3% |
| 30D | +2.1% | -4.5% | +6.6% | +3.4% |
| 3M | +1.0% | -0.4% | +1.4% | +0.8% |
| 6M | +15.9% | +19.1% | -3.2% | +10.1% |
| YTD | +24.6% | +66.7% | -42.0% | +7.5% |
| 1Y | +32.3% | +96.5% | -64.2% | +8.5% |
| 3Y | +85.9% | +155.2% | -69.2% | +35.4% |
| All | +85.9% | +154.3% | -68.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3y: compounded portfolio wealth divided by compounded KEYS 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…
3y analysis · Full analysis span regression · 6 months rolling