+41.2%
KEY vs ENB
+69.5%
-28.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | -3.0% | -2.2% | -0.8% | -1.7% |
| 3M | +3.3% | -10.5% | +13.8% | +10.5% |
| 6M | +9.2% | -5.1% | +14.3% | +11.9% |
| YTD | +10.6% | +9.0% | +1.7% | +2.2% |
| 1Y | +20.4% | +8.2% | +12.2% | +11.5% |
| 3Y | +121.8% | +67.8% | +54.1% | +38.7% |
| All | +41.2% | +69.5% | -28.3% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling