+1,071.7%
KEYS vs EME
+1,832.4%
-760.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.3% |
| 7D | +2.9% | +2.7% | +0.2% | +1.8% |
| 30D | -1.3% | -6.8% | +5.5% | +1.5% |
| 3M | -0.1% | -8.8% | +8.7% | +3.4% |
| 6M | +17.4% | +5.0% | +12.4% | +15.1% |
| YTD | +62.9% | +23.5% | +39.4% | +49.8% |
| 1Y | +95.7% | +21.3% | +74.4% | +78.4% |
| 3Y | +150.2% | +241.1% | -90.9% | +46.8% |
| 5Y | +83.1% | +549.2% | -466.1% | -18.5% |
| 10Y | +1,020.9% | +1,306.4% | -285.5% | +238.8% |
| All | +1,071.7% | +1,832.4% | -760.7% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling