+353.6%
EWZ vs KEY
+192.0%
+161.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | -4.1% | +1.7% | -5.7% | -4.6% |
| 30D | -25.0% | +6.8% | -31.8% | -26.7% |
| 3M | -10.6% | -5.8% | -4.8% | -9.0% |
| 6M | -16.6% | +1.4% | -18.0% | -17.2% |
| YTD | +2.5% | +7.5% | -5.0% | -0.4% |
| 1Y | +8.1% | +29.6% | -21.5% | -1.5% |
| 3Y | +20.4% | +118.8% | -98.3% | -11.4% |
| 5Y | +62.7% | +16.8% | +45.9% | +38.8% |
| 10Y | +52.6% | +133.0% | -80.4% | -3.7% |
| All | +353.6% | +192.0% | +161.7% | +114.5% |
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