+38.8%
KEY vs EOSE
-69.1%
+107.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.1% |
| 7D | -0.3% | +15.0% | -15.3% | -1.1% |
| 30D | -3.3% | +2.5% | -5.7% | -3.7% |
| 3M | -0.7% | -33.7% | +33.0% | +0.7% |
| 6M | +12.5% | -32.7% | +45.3% | +12.9% |
| YTD | +8.4% | -63.8% | +72.2% | +11.2% |
| 1Y | +18.4% | -40.5% | +59.0% | +17.1% |
| 3Y | +123.3% | +50.4% | +73.0% | +94.4% |
| 5Y | +38.8% | -68.6% | +107.4% | +25.5% |
| All | +38.8% | -69.1% | +107.9% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling