+294.7%
VWO vs KEY
+33.0%
+261.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.0% | +2.9% | -1.0% | +1.2% |
| 30D | -4.3% | +8.4% | -12.7% | -6.4% |
| 3M | -6.4% | -5.8% | -0.6% | -5.0% |
| 6M | -5.6% | +5.4% | -11.1% | -7.2% |
| YTD | +5.2% | +7.1% | -1.9% | +2.8% |
| 1Y | +5.2% | +26.8% | -21.6% | -1.9% |
| 3Y | +55.5% | +128.7% | -73.2% | +20.0% |
| 5Y | +25.6% | +13.6% | +11.9% | +11.5% |
| 10Y | +110.8% | +99.7% | +11.1% | +44.6% |
| All | +294.7% | +33.0% | +261.7% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling