+55.5%
VWO vs KEY
+127.6%
-72.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.0% | +2.9% | -1.0% | +1.4% |
| 30D | -4.3% | +8.4% | -12.7% | -5.7% |
| 3M | -6.4% | -5.8% | -0.6% | -5.4% |
| 6M | -5.6% | +5.4% | -11.1% | -6.7% |
| YTD | +5.2% | +7.1% | -1.9% | +3.5% |
| 1Y | +5.2% | +26.8% | -21.6% | +0.4% |
| 3Y | +55.5% | +128.7% | -73.2% | +32.8% |
| All | +55.5% | +127.6% | -72.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling