+128.5%
KEY vs ENB
+70.6%
+57.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.5% | -1.8% | +1.3% | +0.1% |
| 30D | +6.7% | +2.0% | +4.7% | +6.0% |
| 3M | -4.6% | -5.8% | +1.2% | -2.9% |
| 6M | +2.6% | -9.7% | +12.3% | +5.7% |
| YTD | +7.0% | +4.2% | +2.7% | +3.4% |
| 1Y | +23.5% | +3.2% | +20.2% | +19.8% |
| All | +128.5% | +70.6% | +57.9% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling