+59.6%
KEYS vs EMB
+0.7%
+58.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.0% | -7.3% | -8.0% |
| 7D | -14.8% | +0.7% | -15.5% | -15.9% |
| 30D | -25.6% | +2.3% | -27.9% | -29.1% |
| 3M | -16.2% | -2.5% | -13.7% | -10.6% |
| 6M | -18.6% | -1.1% | -17.5% | -16.0% |
| YTD | +40.7% | -0.6% | +41.3% | +43.5% |
| 1Y | +59.6% | +0.6% | +59.0% | +54.1% |
| All | +59.6% | +0.7% | +58.9% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling