+115.4%
KEY vs EOSE
-60.6%
+176.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -1.5% | +1.8% | -3.3% | -1.7% |
| 30D | -3.7% | -6.8% | +3.2% | -3.6% |
| 3M | -1.3% | -36.3% | +35.0% | +0.3% |
| 6M | +13.3% | -38.8% | +52.1% | +14.3% |
| YTD | +9.0% | -65.5% | +74.5% | +11.9% |
| 1Y | +18.7% | -45.3% | +64.0% | +18.0% |
| 3Y | +125.3% | +44.2% | +81.1% | +98.6% |
| 5Y | +40.2% | -69.5% | +109.7% | +20.7% |
| All | +115.4% | -60.6% | +176.0% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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