+62.4%
EWY vs KEY
+29.6%
+32.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.4% |
| 7D | -8.3% | +1.7% | -10.0% | -8.8% |
| 30D | -20.5% | +6.8% | -27.3% | -22.4% |
| 3M | -11.1% | -5.8% | -5.3% | -8.9% |
| 6M | -7.0% | +1.4% | -8.5% | -7.5% |
| YTD | +56.5% | +7.5% | +49.0% | +50.3% |
| 1Y | +62.4% | +29.6% | +32.8% | +53.3% |
| All | +62.4% | +29.6% | +32.8% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling