+1,018.0%
KEYS vs EAT
+374.9%
+643.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | +3.5% | -7.7% | +11.2% | +4.7% |
| 30D | -4.5% | -13.6% | +9.1% | -2.4% |
| 3M | -0.4% | +33.9% | -34.3% | -5.3% |
| 6M | +19.1% | +47.2% | -28.1% | +11.0% |
| YTD | +66.7% | +48.1% | +18.6% | +54.9% |
| 1Y | +96.5% | +33.7% | +62.8% | +84.6% |
| 3Y | +155.2% | +595.8% | -440.6% | +84.2% |
| 5Y | +88.0% | +314.4% | -226.4% | +40.8% |
| All | +1,018.0% | +374.9% | +643.0% | +718.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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