+869.8%
EWY vs KEY
+187.2%
+682.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | -10.4% | -1.3% | -9.1% | -10.0% |
| 30D | -25.4% | +5.1% | -30.6% | -26.5% |
| 3M | -16.5% | -7.1% | -9.4% | -14.8% |
| 6M | -24.7% | -4.4% | -20.3% | -24.0% |
| YTD | +40.9% | +4.0% | +36.9% | +39.0% |
| 1Y | +49.8% | +23.4% | +26.4% | +40.5% |
| 3Y | +134.8% | +113.9% | +20.9% | +82.9% |
| 5Y | +91.4% | +12.3% | +79.1% | +70.6% |
| 10Y | +204.3% | +125.5% | +78.8% | +100.9% |
| All | +869.8% | +187.2% | +682.5% | +403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling