+228.6%
EWY vs KEY
+132.7%
+95.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +4.8% | +2.2% | +2.6% | +4.2% |
| 30D | +11.7% | -3.0% | +14.7% | +12.5% |
| 3M | -7.4% | +3.3% | -10.7% | -8.2% |
| 6M | +40.6% | +9.2% | +31.4% | +37.4% |
| YTD | +94.3% | +10.6% | +83.6% | +89.1% |
| 1Y | +164.3% | +20.4% | +143.9% | +152.1% |
| All | +228.6% | +132.7% | +95.9% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling