+139.6%
EWJ vs KEY
+243.3%
-103.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -1.9% | -0.5% | -1.3% | -1.7% |
| 30D | -5.3% | +6.7% | -12.1% | -6.6% |
| 3M | -4.3% | -4.6% | +0.3% | -3.4% |
| 6M | +0.4% | +2.6% | -2.2% | -0.3% |
| YTD | +14.7% | +7.0% | +7.8% | +12.9% |
| 1Y | +14.7% | +23.5% | -8.7% | +9.5% |
| 3Y | +66.2% | +126.4% | -60.2% | +37.6% |
| 5Y | +50.2% | +13.0% | +37.2% | +38.3% |
| 10Y | +127.1% | +99.5% | +27.6% | +73.3% |
| All | +139.6% | +243.3% | -103.8% | +27.3% |
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