+64.6%
EMR vs KEY
+122.6%
-58.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | -1.5% | +2.2% | -3.7% | -2.5% |
| 30D | -5.6% | -3.0% | -2.6% | -4.3% |
| 3M | +7.9% | +3.3% | +4.6% | +6.2% |
| 6M | +6.0% | +9.2% | -3.2% | +1.9% |
| YTD | +16.4% | +10.6% | +5.8% | +11.4% |
| 1Y | +16.6% | +20.4% | -3.8% | +7.3% |
| All | +64.6% | +122.6% | -58.0% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling