+280.4%
EMR vs KEY
+96.4%
+184.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.8% | +2.9% | -0.1% | +1.5% |
| 30D | +3.7% | +8.4% | -4.8% | -0.1% |
| 3M | +2.0% | -5.8% | +7.8% | +4.7% |
| 6M | +22.1% | +5.4% | +16.7% | +19.0% |
| YTD | +27.2% | +7.1% | +20.2% | +23.4% |
| 1Y | +32.0% | +26.8% | +5.2% | +18.6% |
| 3Y | +103.3% | +128.7% | -25.4% | +36.8% |
| 5Y | +88.2% | +13.6% | +74.6% | +64.2% |
| All | +280.4% | +96.4% | +184.0% | +123.6% |
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