+141.4%
KEYS vs EMB
+29.8%
+111.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -1.7% |
| 7D | +9.4% | -0.9% | +10.3% | +11.3% |
| 30D | -16.8% | +0.4% | -17.1% | -17.4% |
| 3M | -15.9% | -3.1% | -12.8% | -10.8% |
| 6M | -17.6% | -2.1% | -15.5% | -14.3% |
| YTD | +46.5% | -1.1% | +47.6% | +49.9% |
| 1Y | +66.9% | -0.1% | +66.9% | +67.7% |
| 3Y | +141.4% | +29.6% | +111.8% | +72.0% |
| All | +141.4% | +29.8% | +111.6% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling