+169.3%
KEY vs EME
+1,266.0%
-1,096.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +1.1% |
| 7D | -0.3% | +2.7% | -3.0% | -1.9% |
| 30D | -3.3% | -6.8% | +3.5% | +0.3% |
| 3M | -0.7% | -8.8% | +8.1% | +1.9% |
| 6M | +12.5% | +5.0% | +7.5% | +4.9% |
| YTD | +8.4% | +23.5% | -15.1% | -9.8% |
| 1Y | +18.4% | +21.3% | -2.9% | -4.0% |
| 3Y | +123.3% | +241.1% | -117.7% | -22.7% |
| 5Y | +38.8% | +549.2% | -510.3% | -71.7% |
| 10Y | +169.3% | +1,306.4% | -1,137.1% | -67.7% |
| All | +169.3% | +1,266.0% | -1,096.7% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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