+41.6%
EWJ vs KEY
+11.7%
+29.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -5.0% | -1.3% | -3.7% | -4.7% |
| 30D | -10.2% | +5.1% | -15.4% | -11.1% |
| 3M | -7.2% | -7.1% | -0.1% | -5.9% |
| 6M | -3.2% | -4.4% | +1.2% | -2.4% |
| YTD | +9.9% | +4.0% | +5.9% | +8.8% |
| 1Y | +11.0% | +23.4% | -12.4% | +6.1% |
| 3Y | +57.3% | +113.9% | -56.6% | +34.6% |
| All | +41.6% | +11.7% | +29.9% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling