+1,007.5%
KEY vs ED
+2,460.7%
-1,453.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.6% |
| 7D | -1.3% | +1.6% | -2.9% | -2.0% |
| 30D | +5.1% | +13.3% | -8.2% | -0.8% |
| 3M | -7.1% | +9.7% | -16.8% | -11.2% |
| 6M | -4.4% | +12.8% | -17.2% | -9.9% |
| YTD | +4.0% | +22.3% | -18.3% | -6.2% |
| 1Y | +23.4% | +26.3% | -2.9% | +9.3% |
| 3Y | +113.9% | +45.0% | +68.9% | +73.1% |
| 5Y | +12.3% | +80.2% | -67.9% | -19.8% |
| 10Y | +125.5% | +129.9% | -4.4% | +34.1% |
| All | +1,007.5% | +2,460.7% | -1,453.2% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling