+111.6%
KEY vs EOSE
-81.0%
+192.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.3% |
| 7D | +2.9% | +9.8% | -6.8% | +2.3% |
| 30D | +8.4% | -2.1% | +10.5% | +8.1% |
| 3M | -5.8% | -54.1% | +48.3% | -2.8% |
| 6M | +5.4% | -76.9% | +82.4% | +11.9% |
| YTD | +7.1% | -83.3% | +90.4% | +13.4% |
| 1Y | +26.8% | -87.4% | +114.2% | +36.0% |
| 3Y | +128.7% | +61.9% | +66.8% | +100.0% |
| 5Y | +13.6% | -82.1% | +95.7% | +0.3% |
| All | +111.6% | -81.0% | +192.6% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling