+15.6%
EMR vs KEY
+18.3%
-2.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +0.9% | -0.3% | +1.2% | +1.1% |
| 30D | -5.0% | -3.3% | -1.7% | -3.0% |
| 3M | +5.9% | -0.7% | +6.7% | +6.1% |
| 6M | +7.3% | +12.5% | -5.2% | -0.3% |
| YTD | +14.6% | +8.4% | +6.2% | +9.7% |
| 1Y | +15.6% | +18.4% | -2.8% | +7.7% |
| All | +15.6% | +18.3% | -2.6% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling