+116.3%
EEM vs KEYS
+1,113.8%
-997.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -0.1% |
| 7D | -1.3% | +3.5% | -4.7% | -2.4% |
| 30D | +2.1% | -4.5% | +6.6% | +3.5% |
| 3M | +1.0% | -0.4% | +1.4% | +0.7% |
| 6M | +15.9% | +19.1% | -3.2% | +8.6% |
| YTD | +24.6% | +66.7% | -42.0% | +3.1% |
| 1Y | +32.3% | +96.5% | -64.2% | +2.8% |
| 3Y | +85.9% | +155.2% | -69.2% | +28.1% |
| 5Y | +45.4% | +88.0% | -42.6% | +8.8% |
| 10Y | +130.1% | +1,046.8% | -916.7% | -13.6% |
| All | +116.3% | +1,113.8% | -997.4% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling