+280.6%
EMR vs KEY
+107.2%
+173.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -2.0% | -0.5% | -1.5% | -1.7% |
| 30D | +2.8% | +6.7% | -3.9% | -0.2% |
| 3M | +2.0% | -4.6% | +6.6% | +4.1% |
| 6M | +20.7% | +2.6% | +18.1% | +19.1% |
| YTD | +27.3% | +7.0% | +20.3% | +23.5% |
| 1Y | +31.0% | +23.5% | +7.5% | +19.1% |
| 3Y | +103.6% | +126.4% | -22.8% | +37.7% |
| 5Y | +88.6% | +13.0% | +75.5% | +65.0% |
| 10Y | +280.6% | +99.5% | +181.2% | +122.8% |
| All | +280.6% | +107.2% | +173.4% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling