+1,018.0%
KEYS vs EME
+1,362.1%
-344.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +2.3% |
| 7D | +3.5% | +3.5% | 0.0% | +2.1% |
| 30D | -4.5% | -6.3% | +1.9% | -2.0% |
| 3M | -0.4% | -3.8% | +3.3% | +1.0% |
| 6M | +19.1% | +8.5% | +10.6% | +15.4% |
| YTD | +66.7% | +27.8% | +38.9% | +51.5% |
| 1Y | +96.5% | +22.2% | +74.2% | +78.9% |
| 3Y | +155.2% | +253.5% | -98.3% | +49.6% |
| 5Y | +88.0% | +578.6% | -490.6% | -16.0% |
| All | +1,018.0% | +1,362.1% | -344.1% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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