+96.5%
KEYS vs EMB
+3.1%
+93.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.2% |
| 7D | +3.5% | -1.2% | +4.7% | +6.5% |
| 30D | -4.5% | -1.3% | -3.2% | -1.6% |
| 3M | -0.4% | -1.8% | +1.4% | +4.1% |
| 6M | +19.1% | +0.2% | +18.9% | +18.7% |
| YTD | +66.7% | +0.4% | +66.3% | +65.4% |
| 1Y | +96.5% | +2.8% | +93.6% | +83.8% |
| All | +96.5% | +3.1% | +93.4% | +83.8% |
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 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