+94.2%
KEY vs EMB
+36.5%
+57.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +1.0% |
| 7D | +2.9% | -0.9% | +3.8% | +4.4% |
| 30D | +8.4% | +0.4% | +8.1% | +7.9% |
| 3M | -5.8% | -3.1% | -2.6% | -0.9% |
| 6M | +5.4% | -2.1% | +7.5% | +9.0% |
| YTD | +7.1% | -1.1% | +8.1% | +9.0% |
| 1Y | +26.8% | -0.1% | +26.9% | +26.9% |
| 3Y | +128.7% | +29.6% | +99.1% | +52.4% |
| 5Y | +13.6% | +7.2% | +6.5% | +5.9% |
| All | +94.2% | +36.5% | +57.7% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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