+248.8%
EW vs KEY
+107.2%
+141.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | +6.5% | -0.5% | +7.0% | +6.6% |
| 30D | +22.5% | +6.7% | +15.8% | +20.7% |
| 3M | +13.0% | -4.6% | +17.6% | +14.0% |
| 6M | +37.1% | +2.6% | +34.5% | +36.0% |
| YTD | +24.1% | +7.0% | +17.2% | +21.7% |
| 1Y | +24.2% | +23.5% | +0.8% | +18.0% |
| 3Y | +64.8% | +126.4% | -61.6% | +32.7% |
| 5Y | -7.4% | +13.0% | -20.5% | -14.1% |
| 10Y | +248.8% | +99.5% | +149.3% | +152.6% |
| All | +248.8% | +107.2% | +141.6% | +152.6% |
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