+99.5%
KEY vs ED
+141.1%
-41.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | +6.7% | +11.2% | -4.5% | +3.5% |
| 3M | -4.6% | +11.8% | -16.4% | -7.7% |
| 6M | +2.6% | +14.1% | -11.5% | -1.5% |
| YTD | +7.0% | +23.0% | -16.0% | 0.0% |
| 1Y | +23.5% | +23.7% | -0.2% | +15.0% |
| 3Y | +126.4% | +47.7% | +78.7% | +94.3% |
| 5Y | +13.0% | +82.6% | -69.6% | -11.0% |
| 10Y | +99.5% | +141.8% | -42.3% | +73.7% |
| All | +99.5% | +141.1% | -41.6% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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