+59.5%
EWZ vs KEYS
+87.1%
-27.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -4.9% | -1.9% |
| 7D | +0.9% | +3.5% | -2.6% | 0.0% |
| 30D | +12.8% | -4.5% | +17.3% | +13.9% |
| 3M | +10.8% | -0.4% | +11.2% | +9.9% |
| 6M | +2.5% | +19.1% | -16.6% | -3.3% |
| YTD | +21.4% | +66.7% | -45.3% | +4.1% |
| 1Y | +32.8% | +96.5% | -63.7% | +8.6% |
| 3Y | +45.2% | +155.2% | -110.0% | +8.4% |
| All | +59.5% | +87.1% | -27.6% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling