+1,078.2%
KEY vs EFX
+6,408.3%
-5,330.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.6% | +3.1% |
| 7D | +2.2% | -8.6% | +10.8% | +6.2% |
| 30D | -3.0% | +0.1% | -3.1% | -3.6% |
| 3M | +3.3% | +3.8% | -0.5% | 0.0% |
| 6M | +9.2% | -13.5% | +22.7% | +13.7% |
| YTD | +10.6% | -17.7% | +28.3% | +16.6% |
| 1Y | +20.4% | -25.6% | +46.0% | +32.0% |
| 3Y | +121.8% | -12.1% | +133.9% | +119.0% |
| 5Y | +41.1% | -33.8% | +74.9% | +54.0% |
| 10Y | +168.5% | +45.1% | +123.4% | +95.3% |
| All | +1,078.2% | +6,408.3% | -5,330.1% | +207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling