+310.2%
EWY vs KEYS
+1,113.8%
-803.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.7% | +1.5% |
| 7D | -0.1% | +3.5% | -3.6% | -1.5% |
| 30D | +7.3% | -4.5% | +11.8% | +9.4% |
| 3M | -5.1% | -0.4% | -4.7% | -4.3% |
| 6M | +42.1% | +19.1% | +22.9% | +34.5% |
| YTD | +94.1% | +66.7% | +27.5% | +60.6% |
| 1Y | +147.8% | +96.5% | +51.4% | +91.8% |
| 3Y | +222.9% | +155.2% | +67.8% | +120.9% |
| 5Y | +150.6% | +88.0% | +62.6% | +87.9% |
| 10Y | +304.4% | +1,046.8% | -742.3% | +66.9% |
| All | +310.2% | +1,113.8% | -803.6% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling