+28.1%
KEY vs EFV
+248.5%
-220.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | +0.1% |
| 7D | +0.5% | +2.1% | -1.6% | -2.3% |
| 30D | +6.9% | +3.1% | +3.8% | +2.7% |
| 3M | -5.0% | -1.3% | -3.7% | -3.5% |
| 6M | +0.7% | +6.0% | -5.3% | -7.0% |
| YTD | +6.5% | +15.8% | -9.4% | -12.9% |
| 1Y | +22.6% | +21.1% | +1.5% | -5.3% |
| 3Y | +125.3% | +91.0% | +34.3% | -4.0% |
| 5Y | +13.9% | +94.3% | -80.4% | -51.1% |
| 10Y | +105.3% | +160.4% | -55.1% | -33.5% |
| All | +28.1% | +248.5% | -220.4% | -61.5% |
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