+169.3%
KEY vs EFX
+38.5%
+130.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.6% |
| 7D | -0.3% | -9.4% | +9.1% | +3.6% |
| 30D | -3.3% | -6.9% | +3.6% | -0.9% |
| 3M | -0.7% | +0.1% | -0.9% | -2.3% |
| 6M | +12.5% | -17.3% | +29.8% | +19.4% |
| YTD | +8.4% | -21.8% | +30.2% | +16.7% |
| 1Y | +18.4% | -32.5% | +51.0% | +35.6% |
| 3Y | +123.3% | -12.3% | +135.7% | +118.5% |
| 5Y | +38.8% | -36.6% | +75.4% | +52.1% |
| 10Y | +169.3% | +41.0% | +128.3% | +103.7% |
| All | +169.3% | +38.5% | +130.8% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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