+501.7%
EWT vs KEY
+188.0%
+313.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +13.2% | +1.8% | +11.5% | +12.8% |
| 30D | -14.3% | +7.1% | -21.4% | -15.6% |
| 3M | -8.4% | -5.9% | -2.5% | -7.1% |
| 6M | +3.7% | +2.2% | +1.5% | +3.0% |
| YTD | +53.1% | +6.4% | +46.7% | +50.5% |
| 1Y | +55.5% | +24.8% | +30.7% | +47.1% |
| 3Y | +155.6% | +125.2% | +30.4% | +106.5% |
| 5Y | +119.3% | +13.0% | +106.4% | +99.8% |
| 10Y | +446.2% | +98.5% | +347.7% | +300.2% |
| All | +501.7% | +188.0% | +313.7% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling