+155.5%
EWT vs KEY
+118.7%
+36.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.7% | +4.5% | +6.4% |
| 7D | -5.0% | -0.4% | -4.6% | -4.8% |
| 30D | -16.3% | +7.2% | -23.5% | -17.8% |
| 3M | -7.2% | -4.9% | -2.3% | -6.0% |
| 6M | -0.5% | +1.1% | -1.5% | -0.9% |
| YTD | +50.6% | +6.8% | +43.8% | +47.4% |
| 1Y | +54.8% | +23.3% | +31.6% | +45.9% |
| 3Y | +155.5% | +126.1% | +29.4% | +108.6% |
| All | +155.5% | +118.7% | +36.8% | +108.6% |
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