+438.5%
KEY vs EME
+61,143.5%
-60,705.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.5% |
| 7D | +2.2% | +1.9% | +0.3% | +1.3% |
| 30D | -3.0% | -8.3% | +5.2% | +0.6% |
| 3M | +3.3% | -10.7% | +14.1% | +6.6% |
| 6M | +9.2% | +1.9% | +7.3% | +5.4% |
| YTD | +10.6% | +23.5% | -12.8% | -2.9% |
| 1Y | +20.4% | +18.0% | +2.4% | +5.6% |
| 3Y | +121.8% | +236.1% | -114.3% | +13.6% |
| 5Y | +41.1% | +527.9% | -486.8% | -46.2% |
| 10Y | +168.5% | +1,252.8% | -1,084.2% | -25.9% |
| All | +438.5% | +61,143.5% | -60,705.0% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling