+52.2%
EW vs KEY
+106.2%
-54.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +11.0% | -1.3% | +12.3% | +11.2% |
| 30D | +19.1% | +5.1% | +13.9% | +18.2% |
| 3M | +14.4% | -7.1% | +21.5% | +15.5% |
| 6M | +22.8% | -4.4% | +27.1% | +23.4% |
| YTD | +19.8% | +4.0% | +15.8% | +18.6% |
| 1Y | +23.9% | +23.4% | +0.5% | +19.5% |
| 3Y | +52.2% | +113.9% | -61.7% | +29.8% |
| All | +52.2% | +106.2% | -54.0% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling