+82.9%
KEY vs EMB
+132.1%
-49.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 6M | +9.2% | +0.1% | +9.1% | +9.1% |
| YTD | +10.6% | +1.6% | +9.1% | +8.8% |
| 1Y | +20.4% | +5.6% | +14.8% | +13.3% |
| 3Y | +121.8% | +29.8% | +92.0% | +67.8% |
| 5Y | +41.1% | +7.3% | +33.9% | +30.9% |
| 10Y | +168.5% | +30.4% | +138.1% | +112.7% |
| All | +82.9% | +132.1% | -49.2% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling