+71.9%
KEY vs EMB
+126.0%
-54.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | +5.1% | +1.3% | +3.8% | +3.7% |
| 3M | -7.1% | -2.7% | -4.4% | -4.2% |
| 6M | -4.4% | -2.8% | -1.5% | -1.2% |
| YTD | +4.0% | -1.1% | +5.1% | +5.4% |
| 1Y | +23.4% | 0.0% | +23.4% | +23.5% |
| 3Y | +113.9% | +28.8% | +85.1% | +63.2% |
| 5Y | +12.3% | +6.0% | +6.4% | +5.8% |
| 10Y | +125.5% | +29.1% | +96.3% | +81.8% |
| All | +71.9% | +126.0% | -54.0% | +7.9% |
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