+594.1%
EWT vs KEY
+199.5%
+394.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +4.0% | +2.2% | +1.8% | +3.4% |
| 30D | +10.3% | -3.0% | +13.3% | +11.1% |
| 3M | +6.1% | +3.3% | +2.7% | +5.2% |
| 6M | +56.6% | +9.2% | +47.4% | +53.2% |
| YTD | +76.6% | +10.6% | +65.9% | +72.0% |
| 1Y | +97.9% | +20.4% | +77.5% | +88.6% |
| 3Y | +198.0% | +121.8% | +76.1% | +140.7% |
| 5Y | +151.8% | +41.1% | +110.6% | +117.2% |
| 10Y | +514.1% | +168.5% | +345.6% | +317.0% |
| All | +594.1% | +199.5% | +394.6% | +280.4% |
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 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