+117.9%
KEY vs EAT
+378.4%
-260.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.4% |
| 7D | -1.3% | -2.6% | +1.4% | -0.5% |
| 30D | +5.1% | +11.5% | -6.3% | +1.0% |
| 3M | -7.1% | -9.1% | +2.0% | -5.6% |
| 6M | -4.4% | +40.4% | -44.8% | -16.5% |
| YTD | +4.0% | +43.9% | -39.9% | -11.3% |
| 1Y | +23.4% | +101.9% | -78.5% | -6.8% |
| 3Y | +113.9% | +489.9% | -376.0% | +5.1% |
| 5Y | +12.3% | +362.6% | -350.3% | -43.7% |
| All | +117.9% | +378.4% | -260.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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