+200.3%
EWT vs KEY
+130.9%
+69.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | +1.6% | +2.7% | -1.1% | +0.9% |
| 30D | +8.2% | -3.2% | +11.4% | +9.1% |
| 3M | +11.1% | +1.0% | +10.1% | +10.7% |
| 6M | +60.4% | +11.9% | +48.6% | +55.6% |
| YTD | +75.6% | +8.7% | +66.9% | +71.2% |
| 1Y | +91.3% | +18.5% | +72.8% | +82.3% |
| 3Y | +200.3% | +124.0% | +76.3% | +144.4% |
| All | +200.3% | +130.9% | +69.4% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling