+167.0%
KEY vs EAT
+373.3%
-206.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.7% |
| 7D | +2.7% | -4.9% | +7.6% | +4.4% |
| 30D | -3.2% | -1.2% | -2.0% | -3.3% |
| 3M | +1.0% | +52.2% | -51.3% | -12.8% |
| 6M | +11.9% | +65.0% | -53.2% | -7.3% |
| YTD | +8.7% | +55.0% | -46.3% | -8.5% |
| 1Y | +18.5% | +42.1% | -23.6% | +1.4% |
| 3Y | +124.0% | +614.7% | -490.8% | +4.3% |
| 5Y | +40.8% | +322.7% | -281.9% | -26.4% |
| 10Y | +167.0% | +382.0% | -215.0% | +4.2% |
| All | +167.0% | +373.3% | -206.3% | +4.2% |
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