+155.6%
EWJ vs KEY
+255.2%
-99.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.5% | +2.2% | +0.3% | +2.0% |
| 30D | +3.3% | -3.0% | +6.3% | +3.9% |
| 3M | +5.0% | +3.3% | +1.6% | +4.2% |
| 6M | +11.5% | +9.2% | +2.3% | +9.4% |
| YTD | +22.4% | +10.6% | +11.7% | +19.6% |
| 1Y | +30.2% | +20.4% | +9.8% | +24.9% |
| 3Y | +72.8% | +121.8% | -49.0% | +43.3% |
| 5Y | +54.1% | +41.1% | +13.0% | +35.4% |
| 10Y | +140.6% | +168.5% | -27.9% | +72.4% |
| All | +155.6% | +255.2% | -99.6% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling