+140.0%
EWJ vs KEY
+167.1%
-27.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +1.0% | -3.3% | +4.3% | +1.7% |
| 3M | +7.2% | -0.7% | +8.0% | +7.3% |
| 6M | +13.9% | +12.5% | +1.4% | +11.0% |
| YTD | +20.8% | +8.4% | +12.4% | +18.5% |
| 1Y | +26.4% | +18.4% | +7.9% | +21.5% |
| 3Y | +71.8% | +123.3% | -51.6% | +42.3% |
| 5Y | +49.9% | +38.8% | +11.1% | +32.9% |
| 10Y | +140.0% | +169.3% | -29.3% | +77.7% |
| All | +140.0% | +167.1% | -27.1% | +77.7% |
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