+41.2%
KEY vs EMB
+7.4%
+33.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -3.0% | -0.3% | -2.7% | -2.7% |
| 3M | +3.3% | -0.4% | +3.8% | +3.9% |
| 6M | +9.2% | +0.1% | +9.1% | +9.1% |
| YTD | +10.6% | +1.6% | +9.1% | +8.5% |
| 1Y | +20.4% | +5.6% | +14.8% | +12.4% |
| 3Y | +121.8% | +29.8% | +92.0% | +63.0% |
| All | +41.2% | +7.4% | +33.8% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling