+1,236.8%
EWY vs KEY
+205.6%
+1,031.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.6% |
| 3M | -7.4% | +3.3% | -10.7% | -8.3% |
| 6M | +40.6% | +9.2% | +31.4% | +36.9% |
| YTD | +94.3% | +10.6% | +83.6% | +88.4% |
| 1Y | +164.3% | +20.4% | +143.9% | +149.3% |
| 3Y | +221.0% | +121.8% | +99.1% | +146.6% |
| 5Y | +139.1% | +41.1% | +98.0% | +99.1% |
| 10Y | +298.8% | +168.5% | +130.3% | +149.9% |
| All | +1,236.8% | +205.6% | +1,031.3% | +582.2% |
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