+94.2%
KEY vs ENPH
+2,128.2%
-2,034.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | +2.9% | -8.4% | +11.4% | +3.8% |
| 30D | +8.4% | -11.2% | +19.6% | +9.4% |
| 3M | -5.8% | -36.1% | +30.3% | -1.8% |
| 6M | +5.4% | -37.9% | +43.4% | +8.8% |
| YTD | +7.1% | -18.7% | +25.7% | +5.7% |
| 1Y | +26.8% | -9.8% | +36.6% | +23.7% |
| 3Y | +128.7% | -66.8% | +195.5% | +137.1% |
| 5Y | +13.6% | -89.6% | +103.3% | +28.7% |
| All | +94.2% | +2,128.2% | -2,034.0% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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