+18.1%
EWZ vs KEY
+107.3%
-89.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.8% |
| 7D | -4.2% | -2.5% | -1.7% | -3.5% |
| 30D | -26.1% | +4.1% | -30.2% | -27.0% |
| 3M | -12.0% | -8.4% | -3.7% | -10.2% |
| 6M | -19.3% | -2.3% | -17.0% | -19.0% |
| YTD | +0.9% | +4.6% | -3.6% | -0.5% |
| 1Y | +3.4% | +24.6% | -21.2% | -2.2% |
| All | +18.1% | +107.3% | -89.2% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling