+83.1%
KEYS vs EMB
+7.1%
+75.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -1.3% | -0.3% | -1.0% | -1.0% |
| 3M | -0.1% | -0.3% | +0.2% | +0.3% |
| 6M | +17.4% | +0.7% | +16.6% | +16.6% |
| YTD | +62.9% | +1.3% | +61.6% | +60.9% |
| 1Y | +95.7% | +4.7% | +91.1% | +85.5% |
| 3Y | +150.2% | +30.1% | +120.1% | +86.1% |
| 5Y | +83.1% | +6.9% | +76.2% | +86.1% |
| All | +83.1% | +7.1% | +75.9% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling