+89.4%
EWZ vs KEYS
+1,049.9%
-960.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -4.9% | -2.4% |
| 7D | +0.9% | +3.5% | -2.6% | -0.5% |
| 30D | +12.8% | -4.5% | +17.3% | +14.4% |
| 3M | +10.8% | -0.4% | +11.2% | +9.5% |
| 6M | +2.5% | +19.1% | -16.6% | -5.9% |
| YTD | +21.4% | +66.7% | -45.3% | -3.6% |
| 1Y | +32.8% | +96.5% | -63.7% | -1.8% |
| 3Y | +45.2% | +155.2% | -110.0% | -7.3% |
| 5Y | +63.0% | +88.0% | -25.0% | +14.2% |
| All | +89.4% | +1,049.9% | -960.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling