+33.2%
KEY vs EFV
+258.8%
-225.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.2% | +1.5% | +0.7% | +0.3% |
| 30D | -3.0% | +1.7% | -4.8% | -5.2% |
| 3M | +3.3% | +8.6% | -5.3% | -7.4% |
| 6M | +9.2% | +11.7% | -2.5% | -5.9% |
| YTD | +10.6% | +19.3% | -8.6% | -12.7% |
| 1Y | +20.4% | +30.2% | -9.8% | -15.3% |
| 3Y | +121.8% | +91.6% | +30.3% | -5.5% |
| 5Y | +41.1% | +96.4% | -55.3% | -40.1% |
| 10Y | +168.5% | +166.5% | +2.0% | -15.4% |
| All | +33.2% | +258.8% | -225.7% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling