+169.3%
KEY vs EFV
+162.1%
+7.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +1.0% |
| 7D | -0.3% | -0.5% | +0.2% | +0.4% |
| 30D | -3.3% | 0.0% | -3.3% | -3.3% |
| 3M | -0.7% | +8.4% | -9.2% | -11.8% |
| 6M | +12.5% | +12.3% | +0.2% | -5.7% |
| YTD | +8.4% | +17.4% | -9.0% | -15.2% |
| 1Y | +18.4% | +27.1% | -8.7% | -17.7% |
| 3Y | +123.3% | +90.7% | +32.6% | -16.6% |
| 5Y | +38.8% | +95.6% | -56.8% | -48.7% |
| 10Y | +169.3% | +165.3% | +4.0% | -31.6% |
| All | +169.3% | +162.1% | +7.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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