+90.1%
KEYS vs EAT
+313.1%
-223.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +3.5% | -7.7% | +11.2% | +5.2% |
| 30D | -4.5% | -13.6% | +9.1% | -1.6% |
| 3M | -0.4% | +33.9% | -34.3% | -7.4% |
| 6M | +19.1% | +47.2% | -28.1% | +7.5% |
| YTD | +66.7% | +48.1% | +18.6% | +49.7% |
| 1Y | +96.5% | +33.7% | +62.8% | +79.7% |
| 3Y | +155.2% | +595.8% | -440.6% | +50.5% |
| All | +90.1% | +313.1% | -223.0% | +16.2% |
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 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