+113.9%
KEY vs ENB
+63.8%
+50.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | -1.3% | -5.2% | +3.9% | +0.4% |
| 30D | +5.1% | +2.2% | +3.0% | +4.4% |
| 3M | -7.1% | -8.1% | +0.9% | -4.7% |
| 6M | -4.4% | -11.2% | +6.8% | -1.0% |
| YTD | +4.0% | +2.0% | +2.0% | +1.3% |
| 1Y | +23.4% | +4.1% | +19.3% | +18.7% |
| 3Y | +113.9% | +64.7% | +49.2% | +32.6% |
| All | +113.9% | +63.8% | +50.1% | +32.6% |
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