+953.7%
KEYS vs EMB
+42.8%
+910.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -1.9% |
| 7D | +9.4% | -0.9% | +10.3% | +10.6% |
| 30D | -16.8% | +0.4% | -17.1% | -17.2% |
| 3M | -15.9% | -3.1% | -12.8% | -12.8% |
| 6M | -17.6% | -2.1% | -15.5% | -15.5% |
| YTD | +46.5% | -1.1% | +47.6% | +48.9% |
| 1Y | +66.9% | -0.1% | +66.9% | +67.6% |
| 3Y | +141.4% | +29.6% | +111.8% | +82.9% |
| 5Y | +59.5% | +7.2% | +52.3% | +49.2% |
| 10Y | +761.1% | +35.5% | +725.6% | +541.8% |
| All | +953.7% | +42.8% | +910.9% | +680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling