+52.7%
EWJ vs KEY
+39.4%
+13.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | 0.0% |
| 7D | +2.9% | +2.7% | +0.1% | +2.3% |
| 30D | +1.1% | -3.2% | +4.3% | +1.8% |
| 3M | +7.1% | +1.0% | +6.2% | +6.9% |
| 6M | +16.2% | +11.9% | +4.3% | +13.5% |
| YTD | +22.0% | +8.7% | +13.3% | +19.7% |
| 1Y | +26.2% | +18.5% | +7.7% | +21.6% |
| 3Y | +73.5% | +124.0% | -50.5% | +46.8% |
| 5Y | +52.7% | +40.8% | +11.9% | +39.0% |
| All | +52.7% | +39.4% | +13.3% | +39.0% |
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