+380.2%
EFA vs KEY
+97.5%
+282.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.3% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | +1.5% | +7.2% | -5.7% | -0.3% |
| 3M | -3.3% | -4.9% | +1.6% | -2.1% |
| 6M | +2.6% | +1.1% | +1.5% | +2.1% |
| YTD | +11.0% | +6.8% | +4.2% | +8.8% |
| 1Y | +15.1% | +23.3% | -8.2% | +8.7% |
| 3Y | +67.6% | +126.1% | -58.4% | +31.9% |
| 5Y | +50.5% | +15.2% | +35.3% | +34.9% |
| 10Y | +144.8% | +113.6% | +31.2% | +72.0% |
| All | +380.2% | +97.5% | +282.8% | +171.9% |
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