+418.1%
KEY vs EME
+52,338.7%
-51,920.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +0.5% | -8.8% | +9.3% | +4.1% |
| 30D | +6.9% | -18.2% | +25.1% | +15.9% |
| 3M | -5.0% | -20.2% | +15.2% | +3.5% |
| 6M | +0.7% | -29.9% | +30.6% | +14.2% |
| YTD | +6.5% | +5.7% | +0.7% | -1.2% |
| 1Y | +22.6% | -1.5% | +24.1% | +17.2% |
| 3Y | +125.3% | +208.4% | -83.1% | +18.2% |
| 5Y | +13.9% | +401.9% | -388.0% | -52.5% |
| 10Y | +105.3% | +914.2% | -808.9% | -36.6% |
| All | +418.1% | +52,338.7% | -51,920.6% | -7.6% |
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