+25.4%
EMR vs KEY
+24.1%
+1.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.2% |
| 7D | -1.6% | -1.3% | -0.3% | -0.7% |
| 30D | +2.0% | +5.1% | -3.2% | -1.3% |
| 3M | +3.8% | -7.1% | +10.9% | +9.2% |
| 6M | +10.5% | -4.4% | +14.9% | +13.6% |
| YTD | +23.7% | +4.0% | +19.7% | +21.0% |
| 1Y | +25.4% | +23.4% | +2.0% | +14.0% |
| All | +25.4% | +24.1% | +1.3% | +14.0% |
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