+407.6%
EW vs KEYS
+1,086.4%
-678.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -5.1% | +2.9% | -8.0% | -6.1% |
| 30D | -6.4% | -1.3% | -5.0% | -6.2% |
| 3M | -1.6% | -0.1% | -1.4% | -3.0% |
| 6M | +2.3% | +17.4% | -15.1% | -5.6% |
| YTD | +1.1% | +62.9% | -61.8% | -18.5% |
| 1Y | +8.0% | +95.7% | -87.8% | -19.4% |
| 3Y | +16.3% | +150.2% | -133.8% | -24.4% |
| 5Y | -29.4% | +83.1% | -112.5% | -48.9% |
| 10Y | +125.6% | +1,020.9% | -895.3% | -17.8% |
| All | +407.6% | +1,086.4% | -678.8% | +85.9% |
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