+147.8%
IEFA vs KEY
+95.2%
+52.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.3% | +1.8% | -0.5% | +0.8% |
| 30D | +0.1% | +7.1% | -7.0% | -1.6% |
| 3M | -4.2% | -5.9% | +1.7% | -2.8% |
| 6M | +1.9% | +2.2% | -0.3% | +1.1% |
| YTD | +9.9% | +6.4% | +3.5% | +7.9% |
| 1Y | +11.5% | +24.8% | -13.2% | +5.1% |
| 3Y | +66.0% | +125.2% | -59.3% | +31.0% |
| 5Y | +47.5% | +13.0% | +34.5% | +34.8% |
| All | +147.8% | +95.2% | +52.6% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling