+148.7%
EWY vs KEYS
+87.1%
+61.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.7% | +1.3% |
| 7D | -0.1% | +3.5% | -3.6% | -1.7% |
| 30D | +7.3% | -4.5% | +11.8% | +9.7% |
| 3M | -5.1% | -0.4% | -4.7% | -4.3% |
| 6M | +42.1% | +19.1% | +22.9% | +33.9% |
| YTD | +94.1% | +66.7% | +27.5% | +59.3% |
| 1Y | +147.8% | +96.5% | +51.4% | +89.8% |
| 3Y | +222.9% | +155.2% | +67.8% | +116.1% |
| All | +148.7% | +87.1% | +61.7% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling