+953.7%
KEYS vs EAT
+357.5%
+596.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | +9.4% | -4.0% | +13.4% | +10.0% |
| 30D | -16.8% | -2.9% | -13.9% | -16.6% |
| 3M | -15.9% | -16.9% | +1.0% | -13.9% |
| 6M | -17.6% | +57.0% | -74.5% | -24.2% |
| YTD | +46.5% | +38.2% | +8.3% | +36.8% |
| 1Y | +66.9% | +69.3% | -2.4% | +50.6% |
| 3Y | +141.4% | +483.0% | -341.6% | +76.5% |
| 5Y | +59.5% | +364.1% | -304.6% | +16.8% |
| 10Y | +761.1% | +320.8% | +440.3% | +531.5% |
| All | +953.7% | +357.5% | +596.3% | +656.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling