+60.3%
EWT vs KEY
+23.0%
+37.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.7% |
| 3M | -3.6% | -4.6% | +1.0% | -2.2% |
| 6M | +3.1% | +2.6% | +0.5% | +2.1% |
| YTD | +57.7% | +7.0% | +50.7% | +52.3% |
| 1Y | +60.3% | +23.5% | +36.8% | +47.2% |
| All | +60.3% | +23.0% | +37.3% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling