+432.5%
EWZ vs KEY
+200.5%
+232.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | +2.2% | +4.3% | +5.7% |
| 30D | +4.8% | -3.0% | +7.9% | +5.9% |
| 3M | +9.9% | +3.3% | +6.6% | +8.6% |
| 6M | +1.9% | +9.2% | -7.2% | -1.1% |
| YTD | +20.3% | +10.6% | +9.7% | +16.0% |
| 1Y | +35.6% | +20.4% | +15.2% | +26.6% |
| 3Y | +43.4% | +121.8% | -78.4% | +4.8% |
| 5Y | +55.9% | +41.1% | +14.8% | +24.5% |
| 10Y | +84.2% | +168.5% | -84.4% | +11.0% |
| All | +432.5% | +200.5% | +232.1% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling