+1,189.1%
ENTG vs KEYS
+1,113.8%
+75.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | -1.0% |
| 7D | +1.2% | +3.5% | -2.3% | -1.6% |
| 30D | -12.9% | -4.5% | -8.4% | -9.5% |
| 3M | -3.1% | -0.4% | -2.6% | 0.0% |
| 6M | +21.0% | +19.1% | +1.9% | +9.9% |
| YTD | +67.0% | +66.7% | +0.3% | +14.1% |
| 1Y | +68.6% | +96.5% | -27.8% | +1.4% |
| 3Y | +48.6% | +155.2% | -106.5% | -25.4% |
| 5Y | +18.6% | +88.0% | -69.4% | -24.9% |
| 10Y | +794.8% | +1,046.8% | -252.0% | +119.5% |
| All | +1,189.1% | +1,113.8% | +75.4% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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