+54.1%
EWZ vs KEYS
+1,086.4%
-1,032.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -0.1% | +2.9% | -3.0% | -1.2% |
| 30D | +8.2% | -1.3% | +9.5% | +8.4% |
| 3M | +13.3% | -0.1% | +13.4% | +11.8% |
| 6M | +3.6% | +17.4% | -13.8% | -4.7% |
| YTD | +21.0% | +62.9% | -41.9% | -4.1% |
| 1Y | +34.7% | +95.7% | -61.1% | -1.7% |
| 3Y | +48.3% | +150.2% | -101.9% | -6.5% |
| 5Y | +60.1% | +83.1% | -23.0% | +11.5% |
| 10Y | +92.6% | +1,020.9% | -928.4% | -47.9% |
| All | +54.1% | +1,086.4% | -1,032.3% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling