+12.8%
EFA vs KEY
+25.9%
-13.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | 0.0% |
| 7D | +2.2% | +2.9% | -0.7% | +1.3% |
| 30D | +1.4% | +8.4% | -7.1% | -1.1% |
| 3M | -4.2% | -5.8% | +1.6% | -2.5% |
| 6M | +1.9% | +5.4% | -3.5% | -0.3% |
| YTD | +10.2% | +7.1% | +3.1% | +6.3% |
| 1Y | +12.8% | +26.8% | -14.0% | +2.3% |
| All | +12.8% | +25.9% | -13.2% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling