+40.8%
KEY vs EME
+565.5%
-524.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.7% |
| 7D | +2.7% | +5.2% | -2.4% | +0.8% |
| 30D | -3.2% | -5.4% | +2.1% | -1.4% |
| 3M | +1.0% | -6.1% | +7.1% | +2.1% |
| 6M | +11.9% | +9.7% | +2.2% | +5.4% |
| YTD | +8.7% | +26.6% | -17.9% | -4.4% |
| 1Y | +18.5% | +24.6% | -6.2% | +1.9% |
| 3Y | +124.0% | +249.6% | -125.6% | -2.3% |
| 5Y | +40.8% | +556.6% | -515.7% | -60.8% |
| All | +40.8% | +565.5% | -524.7% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling