+513.6%
EWT vs KEYS
+1,049.9%
-536.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.4% |
| 7D | -1.1% | +3.5% | -4.6% | -2.4% |
| 30D | +4.5% | -4.5% | +8.9% | +6.1% |
| 3M | +8.3% | -0.4% | +8.7% | +8.2% |
| 6M | +54.2% | +19.1% | +35.1% | +44.7% |
| YTD | +74.6% | +66.7% | +7.9% | +44.2% |
| 1Y | +84.9% | +96.5% | -11.6% | +43.6% |
| 3Y | +197.5% | +155.2% | +42.4% | +107.0% |
| 5Y | +150.6% | +88.0% | +62.6% | +88.7% |
| All | +513.6% | +1,049.9% | -536.3% | +140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling