+62.7%
EMR vs KEY
+40.7%
+22.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | -1.5% | +2.2% | -3.7% | -2.3% |
| 30D | -5.6% | -3.0% | -2.6% | -4.6% |
| 3M | +7.9% | +3.3% | +4.6% | +6.6% |
| 6M | +6.0% | +9.2% | -3.2% | +2.9% |
| YTD | +16.4% | +10.6% | +5.8% | +12.5% |
| 1Y | +16.6% | +20.4% | -3.8% | +9.3% |
| 3Y | +62.9% | +121.8% | -59.0% | +25.5% |
| All | +62.7% | +40.7% | +22.0% | +41.5% |
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