+125.9%
EWJ vs KEY
+96.4%
+29.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +4.0% | +2.9% | +1.0% | +3.3% |
| 30D | -4.3% | +8.4% | -12.7% | -5.9% |
| 3M | -6.8% | -5.8% | -1.1% | -5.7% |
| 6M | -0.9% | +5.4% | -6.3% | -2.1% |
| YTD | +14.3% | +7.1% | +7.2% | +12.4% |
| 1Y | +15.3% | +26.8% | -11.5% | +9.3% |
| 3Y | +65.6% | +128.7% | -63.1% | +36.7% |
| 5Y | +47.5% | +13.6% | +33.8% | +36.7% |
| All | +125.9% | +96.4% | +29.5% | +77.9% |
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