+58.2%
KEYS vs EAT
+363.9%
-305.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | +9.4% | -4.0% | +13.4% | +10.3% |
| 30D | -16.8% | -2.9% | -13.9% | -16.6% |
| 3M | -15.9% | -16.9% | +1.0% | -13.1% |
| 6M | -17.6% | +57.0% | -74.5% | -26.9% |
| YTD | +46.5% | +38.2% | +8.3% | +32.5% |
| 1Y | +66.9% | +69.3% | -2.4% | +43.5% |
| 3Y | +141.4% | +483.0% | -341.6% | +45.8% |
| All | +58.2% | +363.9% | -305.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling