+54.2%
EWZ vs KEY
+13.1%
+41.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +0.8% | +2.9% | -2.2% | +0.1% |
| 30D | -24.4% | +8.4% | -32.8% | -25.7% |
| 3M | -4.6% | -5.8% | +1.2% | -3.5% |
| 6M | -11.6% | +5.4% | -17.0% | -12.7% |
| YTD | +2.4% | +7.1% | -4.7% | +0.7% |
| 1Y | +2.1% | +26.8% | -24.7% | -3.1% |
| 3Y | +18.7% | +128.7% | -110.0% | -1.4% |
| All | +54.2% | +13.1% | +41.0% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling