+462.7%
EWT vs KEY
+107.2%
+355.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.4% | +5.7% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | -12.3% | +6.7% | -19.0% | -13.5% |
| 3M | -3.6% | -4.6% | +1.0% | -2.6% |
| 6M | +3.1% | +2.6% | +0.5% | +2.4% |
| YTD | +57.7% | +7.0% | +50.7% | +55.0% |
| 1Y | +60.3% | +23.5% | +36.8% | +52.6% |
| 3Y | +163.4% | +126.4% | +37.0% | +116.5% |
| 5Y | +127.4% | +13.0% | +114.4% | +110.4% |
| 10Y | +462.7% | +99.5% | +363.2% | +348.8% |
| All | +462.7% | +107.2% | +355.5% | +348.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling