+216.5%
EWY vs KEY
+109.2%
+107.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -10.2% | +0.5% | -10.8% | -10.3% |
| 30D | -21.5% | +6.9% | -28.3% | -22.8% |
| 3M | -14.7% | -5.0% | -9.7% | -13.5% |
| 6M | -26.8% | +0.7% | -27.6% | -27.1% |
| YTD | +43.2% | +6.5% | +36.7% | +40.5% |
| 1Y | +48.7% | +22.6% | +26.1% | +40.6% |
| 3Y | +147.9% | +125.3% | +22.6% | +94.4% |
| 5Y | +98.8% | +13.9% | +84.9% | +81.0% |
| 10Y | +216.5% | +105.3% | +111.2% | +134.1% |
| All | +216.5% | +109.2% | +107.3% | +134.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling