+121.7%
EW vs KEY
+167.0%
-45.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.8% | -3.2% |
| 7D | -4.4% | +2.7% | -7.2% | -5.0% |
| 30D | -3.3% | -3.2% | -0.1% | -2.7% |
| 3M | +1.0% | +1.0% | +0.1% | +0.7% |
| 6M | +6.2% | +11.9% | -5.6% | +3.5% |
| YTD | +1.7% | +8.7% | -7.0% | -0.4% |
| 1Y | +8.1% | +18.5% | -10.4% | +3.7% |
| 3Y | +17.1% | +124.0% | -106.9% | -5.2% |
| 5Y | -29.4% | +40.8% | -70.2% | -38.2% |
| 10Y | +121.7% | +167.0% | -45.3% | +64.3% |
| All | +121.7% | +167.0% | -45.3% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling