+90.1%
KEYS vs EME
+575.5%
-485.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +2.1% |
| 7D | +3.5% | +3.5% | 0.0% | +2.0% |
| 30D | -4.5% | -6.3% | +1.9% | -1.7% |
| 3M | -0.4% | -3.8% | +3.3% | +1.2% |
| 6M | +19.1% | +8.5% | +10.6% | +15.3% |
| YTD | +66.7% | +27.8% | +38.9% | +50.8% |
| 1Y | +96.5% | +22.2% | +74.2% | +77.4% |
| 3Y | +155.2% | +253.5% | -98.3% | +39.1% |
| All | +90.1% | +575.5% | -485.4% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling