+3,912.1%
EMR vs KEY
+1,050.5%
+2,861.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | -1.5% | +2.2% | -3.7% | -2.2% |
| 30D | -5.6% | -3.0% | -2.6% | -4.7% |
| 3M | +7.9% | +3.3% | +4.6% | +6.8% |
| 6M | +6.0% | +9.2% | -3.2% | +3.2% |
| YTD | +16.4% | +10.6% | +5.8% | +13.0% |
| 1Y | +16.6% | +20.4% | -3.8% | +10.0% |
| 3Y | +62.9% | +121.8% | -59.0% | +24.8% |
| 5Y | +60.1% | +41.1% | +19.0% | +34.7% |
| 10Y | +268.7% | +168.5% | +100.2% | +148.3% |
| All | +3,912.1% | +1,050.5% | +2,861.5% | +1,303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling