+94.2%
KEY vs EAT
+320.8%
-226.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +2.9% | -4.0% | +6.9% | +4.2% |
| 30D | +8.4% | -2.9% | +11.3% | +8.8% |
| 3M | -5.8% | -16.9% | +11.1% | -1.3% |
| 6M | +5.4% | +57.0% | -51.5% | -11.1% |
| YTD | +7.1% | +38.2% | -31.1% | -7.5% |
| 1Y | +26.8% | +69.3% | -42.5% | +1.8% |
| 3Y | +128.7% | +483.0% | -354.3% | +12.9% |
| 5Y | +13.6% | +364.1% | -350.5% | -43.1% |
| All | +94.2% | +320.8% | -226.6% | -18.0% |
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