+55.2%
EWT vs KEYS
+55.9%
-0.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | +1.5% |
| 7D | -10.9% | -14.8% | +3.9% | -4.6% |
| 30D | -17.7% | -25.6% | +7.9% | -6.9% |
| 3M | -5.0% | -16.2% | +11.2% | +2.0% |
| 6M | +7.4% | -18.6% | +26.0% | +16.1% |
| YTD | +52.8% | +40.7% | +12.1% | +40.5% |
| 1Y | +55.2% | +59.6% | -4.4% | +38.3% |
| All | +55.2% | +55.9% | -0.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling