+1,018.0%
KEYS vs EMB
+30.3%
+987.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +3.5% | -1.2% | +4.7% | +5.0% |
| 30D | -4.5% | -1.3% | -3.2% | -3.0% |
| 3M | -0.4% | -1.8% | +1.4% | +1.8% |
| 6M | +19.1% | +0.2% | +18.9% | +19.3% |
| YTD | +66.7% | +0.4% | +66.3% | +66.6% |
| 1Y | +96.5% | +2.8% | +93.6% | +91.1% |
| 3Y | +155.2% | +29.1% | +126.0% | +94.1% |
| 5Y | +88.0% | +6.3% | +81.7% | +77.4% |
| All | +1,018.0% | +30.3% | +987.6% | +789.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling