+62.4%
EWY vs KEYS
+55.9%
+6.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | +2.6% |
| 7D | -8.3% | -14.8% | +6.5% | +2.6% |
| 30D | -20.5% | -25.6% | +5.0% | -2.2% |
| 3M | -11.1% | -16.2% | +5.1% | +0.5% |
| 6M | -7.0% | -18.6% | +11.6% | +7.9% |
| YTD | +56.5% | +40.7% | +15.8% | +48.0% |
| 1Y | +62.4% | +59.6% | +2.8% | +48.9% |
| All | +62.4% | +55.9% | +6.5% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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