+308.8%
EWY vs KEY
+167.1%
+141.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +17.0% | -3.3% | +20.2% | +17.9% |
| 3M | +3.7% | -0.7% | +4.4% | +3.8% |
| 6M | +42.5% | +12.5% | +30.0% | +38.0% |
| YTD | +96.2% | +8.4% | +87.8% | +91.8% |
| 1Y | +160.4% | +18.4% | +141.9% | +148.0% |
| 3Y | +231.7% | +123.3% | +108.3% | +160.6% |
| 5Y | +153.3% | +38.8% | +114.4% | +117.4% |
| 10Y | +308.8% | +169.3% | +139.5% | +180.7% |
| All | +308.8% | +167.1% | +141.7% | +180.7% |
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