+48.7%
EWY vs KEY
+22.3%
+26.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.9% |
| 7D | -10.2% | +0.5% | -10.8% | -10.2% |
| 30D | -21.5% | +6.9% | -28.3% | -23.3% |
| 3M | -14.7% | -5.0% | -9.7% | -12.7% |
| 6M | -26.8% | +0.7% | -27.6% | -27.1% |
| YTD | +43.2% | +6.5% | +36.7% | +37.4% |
| 1Y | +48.7% | +22.6% | +26.1% | +38.5% |
| All | +48.7% | +22.3% | +26.5% | +38.5% |
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