+502.6%
EWT vs KEY
+171.1%
+331.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | +4.8% | -3.3% | +8.1% | +5.5% |
| 3M | +11.1% | -0.2% | +11.3% | +11.1% |
| 6M | +54.6% | +12.1% | +42.5% | +50.6% |
| YTD | +71.4% | +8.4% | +63.0% | +68.1% |
| 1Y | +82.1% | +17.6% | +64.5% | +75.1% |
| 3Y | +193.2% | +123.3% | +69.9% | +141.5% |
| 5Y | +146.1% | +39.5% | +106.6% | +117.2% |
| All | +502.6% | +171.1% | +331.5% | +347.7% |
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