+25.9%
EOG vs KEYS
+154.3%
-128.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.5% |
| 7D | +1.5% | +3.5% | -2.0% | +1.1% |
| 30D | +2.9% | -4.5% | +7.4% | +3.4% |
| 3M | +8.7% | -0.4% | +9.1% | +8.4% |
| 6M | +12.9% | +19.1% | -6.2% | +9.0% |
| YTD | +43.8% | +66.7% | -22.8% | +28.7% |
| 1Y | +27.1% | +96.5% | -69.4% | +9.0% |
| 3Y | +25.9% | +155.2% | -129.3% | -1.3% |
| All | +25.9% | +154.3% | -128.4% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling