+67.6%
EFA vs KEY
+118.7%
-51.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.4% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | +1.5% | +7.2% | -5.7% | 0.0% |
| 3M | -3.3% | -4.9% | +1.6% | -2.3% |
| 6M | +2.6% | +1.1% | +1.5% | +2.2% |
| YTD | +11.0% | +6.8% | +4.2% | +9.2% |
| 1Y | +15.1% | +23.3% | -8.2% | +9.9% |
| 3Y | +67.6% | +126.1% | -58.4% | +40.2% |
| All | +67.6% | +118.7% | -51.0% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling