+156.4%
EWT vs KEY
+39.4%
+117.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | +1.6% | +2.7% | -1.1% | +1.0% |
| 30D | +8.2% | -3.2% | +11.4% | +8.9% |
| 3M | +11.1% | +1.0% | +10.1% | +10.8% |
| 6M | +60.4% | +11.9% | +48.6% | +56.4% |
| YTD | +75.6% | +8.7% | +66.9% | +72.0% |
| 1Y | +91.3% | +18.5% | +72.8% | +83.8% |
| 3Y | +200.3% | +124.0% | +76.3% | +149.8% |
| 5Y | +156.4% | +40.8% | +115.6% | +129.2% |
| All | +156.4% | +39.4% | +117.0% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling