+89.6%
EMR vs KEY
+13.1%
+76.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +2.5% | +2.9% | -0.4% | +1.4% |
| 30D | +3.3% | +8.4% | -5.1% | +0.3% |
| 3M | +1.7% | -5.8% | +7.4% | +3.8% |
| 6M | +21.7% | +5.4% | +16.2% | +19.2% |
| YTD | +26.8% | +7.1% | +19.7% | +23.9% |
| 1Y | +31.6% | +26.8% | +4.7% | +21.3% |
| 3Y | +102.5% | +128.7% | -26.2% | +55.5% |
| All | +89.6% | +13.1% | +76.4% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling