+176.5%
EWJ vs KEYS
+1,113.8%
-937.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.1% |
| 7D | +0.3% | +3.5% | -3.2% | -0.7% |
| 30D | +0.8% | -4.5% | +5.3% | +2.0% |
| 3M | +7.5% | -0.4% | +7.9% | +7.1% |
| 6M | +15.6% | +19.1% | -3.5% | +9.4% |
| YTD | +22.7% | +66.7% | -43.9% | +4.7% |
| 1Y | +26.4% | +96.5% | -70.0% | +2.5% |
| 3Y | +72.5% | +155.2% | -82.6% | +27.6% |
| 5Y | +52.4% | +88.0% | -35.5% | +20.2% |
| 10Y | +143.8% | +1,046.8% | -902.9% | +16.3% |
| All | +176.5% | +1,113.8% | -937.2% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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