+12.4%
EMR vs KEYS
+97.6%
-85.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +1.1% |
| 7D | -0.4% | +3.5% | -3.9% | -1.7% |
| 30D | -6.8% | -4.5% | -2.3% | -5.3% |
| 3M | +7.5% | -0.4% | +7.9% | +6.8% |
| 6M | +9.9% | +19.1% | -9.3% | +2.0% |
| YTD | +16.0% | +66.7% | -50.7% | -6.3% |
| 1Y | +12.4% | +96.5% | -84.0% | -16.0% |
| All | +12.4% | +97.6% | -85.2% | -16.0% |
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