0.0%
EWZ vs KEY
+22.3%
-22.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +0.1% | +1.8% | -1.7% | -0.6% |
| 30D | -25.9% | +7.1% | -33.0% | -28.0% |
| 3M | -6.1% | -5.9% | -0.2% | -4.1% |
| 6M | -16.1% | +2.2% | -18.3% | -17.6% |
| YTD | +1.0% | +6.4% | -5.4% | -2.4% |
| 1Y | 0.0% | +24.8% | -24.8% | -6.2% |
| All | 0.0% | +22.3% | -22.3% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling