+148.1%
IEFA vs KEY
+96.4%
+51.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.2% | +2.9% | -0.7% | +1.5% |
| 30D | +1.1% | +8.4% | -7.4% | -1.0% |
| 3M | -4.3% | -5.8% | +1.5% | -2.9% |
| 6M | +1.4% | +5.4% | -4.1% | -0.1% |
| YTD | +10.1% | +7.1% | +3.0% | +7.8% |
| 1Y | +12.9% | +26.8% | -13.9% | +6.0% |
| 3Y | +65.8% | +128.7% | -62.9% | +30.4% |
| 5Y | +47.7% | +13.6% | +34.0% | +34.8% |
| All | +148.1% | +96.4% | +51.7% | +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