+395.7%
EFA vs KEY
+104.6%
+291.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +0.6% | +2.2% | -1.6% | 0.0% |
| 30D | +0.9% | -3.0% | +3.9% | +1.6% |
| 3M | +4.9% | +3.3% | +1.5% | +3.9% |
| 6M | +8.6% | +9.2% | -0.6% | +6.0% |
| YTD | +14.6% | +10.6% | +4.0% | +11.4% |
| 1Y | +22.6% | +20.4% | +2.2% | +16.3% |
| 3Y | +66.5% | +121.8% | -55.3% | +31.3% |
| 5Y | +54.5% | +41.1% | +13.4% | +31.3% |
| 10Y | +144.8% | +168.5% | -23.7% | +61.9% |
| All | +395.7% | +104.6% | +291.2% | +178.3% |
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 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