+25.7%
EMR vs KEYS
+55.9%
-30.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.3% | +8.7% | +4.5% |
| 7D | +1.6% | -14.8% | +16.4% | +7.1% |
| 30D | +5.0% | -25.6% | +30.6% | +15.8% |
| 3M | +7.7% | -16.2% | +23.9% | +13.5% |
| 6M | +26.8% | -18.6% | +45.4% | +34.4% |
| YTD | +29.9% | +40.7% | -10.8% | +12.7% |
| 1Y | +25.7% | +59.6% | -33.9% | +5.1% |
| All | +25.7% | +55.9% | -30.2% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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