+485.8%
EWT vs KEY
+188.2%
+297.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | -17.2% | +6.9% | -24.0% | -18.4% |
| 3M | -7.3% | -5.0% | -2.3% | -6.2% |
| 6M | -1.5% | +0.7% | -2.2% | -1.8% |
| YTD | +49.0% | +6.5% | +42.6% | +46.5% |
| 1Y | +50.6% | +22.6% | +28.0% | +43.1% |
| 3Y | +148.9% | +125.3% | +23.6% | +101.0% |
| 5Y | +116.1% | +13.9% | +102.2% | +96.4% |
| 10Y | +427.8% | +105.3% | +322.5% | +283.4% |
| All | +485.8% | +188.2% | +297.7% | +224.0% |
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