+167.0%
KEY vs ENB
+103.5%
+63.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.3% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | -3.2% | -0.2% | -3.0% | -3.2% |
| 3M | +1.0% | -7.5% | +8.5% | +6.2% |
| 6M | +11.9% | -4.1% | +16.0% | +14.2% |
| YTD | +8.7% | +9.8% | -1.1% | -0.2% |
| 1Y | +18.5% | +8.7% | +9.8% | +9.3% |
| 3Y | +124.0% | +79.0% | +45.0% | +39.1% |
| 5Y | +40.8% | +69.1% | -28.3% | -8.8% |
| 10Y | +167.0% | +96.5% | +70.5% | +43.0% |
| All | +167.0% | +103.5% | +63.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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