+13.0%
KEY vs ENB
+55.5%
-42.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +1.8% | 0.0% | +1.8% | +1.7% |
| 30D | +7.1% | +1.4% | +5.8% | +6.2% |
| 3M | -5.9% | -5.2% | -0.7% | -3.0% |
| 6M | +2.2% | -9.9% | +12.1% | +8.4% |
| YTD | +6.4% | +4.7% | +1.8% | +0.6% |
| 1Y | +24.8% | +2.8% | +22.0% | +19.3% |
| 3Y | +125.2% | +71.3% | +53.9% | +36.1% |
| 5Y | +13.0% | +58.6% | -45.6% | -27.1% |
| All | +13.0% | +55.5% | -42.5% | -27.1% |
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