+419.8%
KEY vs EME
+52,948.1%
-52,528.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.3% | -4.6% | -0.6% |
| 7D | -0.4% | -4.4% | +4.0% | +1.0% |
| 30D | +7.2% | -17.3% | +24.5% | +15.7% |
| 3M | -4.9% | -20.0% | +15.1% | +3.5% |
| 6M | +1.1% | -29.1% | +30.1% | +14.0% |
| YTD | +6.8% | +6.9% | -0.1% | -1.4% |
| 1Y | +23.3% | +0.8% | +22.5% | +16.7% |
| 3Y | +126.1% | +214.4% | -88.3% | +17.6% |
| 5Y | +15.2% | +404.2% | -389.0% | -52.0% |
| 10Y | +113.6% | +941.9% | -828.3% | -34.8% |
| All | +419.8% | +52,948.1% | -52,528.3% | -7.8% |
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 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