+239.8%
EW vs KEY
+121.9%
+117.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.9% |
| 7D | +12.3% | -0.4% | +12.6% | +12.4% |
| 30D | +22.9% | +7.2% | +15.7% | +21.0% |
| 3M | +16.7% | -4.9% | +21.6% | +17.8% |
| 6M | +31.0% | +1.1% | +29.9% | +30.3% |
| YTD | +22.8% | +6.8% | +16.0% | +20.5% |
| 1Y | +25.6% | +23.3% | +2.3% | +19.3% |
| 3Y | +62.0% | +126.1% | -64.1% | +30.6% |
| 5Y | -12.8% | +15.2% | -28.0% | -19.5% |
| 10Y | +239.8% | +113.6% | +126.2% | +151.2% |
| All | +239.8% | +121.9% | +117.9% | +151.2% |
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