+1,058.3%
KEYS vs EAT
+431.0%
+627.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +2.3% | 0.0% | +2.2% | +2.2% |
| 30D | -2.6% | +1.9% | -4.5% | -3.1% |
| 3M | -4.6% | +68.7% | -73.3% | -12.7% |
| 6M | +8.7% | +66.9% | -58.2% | -0.8% |
| YTD | +61.0% | +60.4% | +0.6% | +47.5% |
| 1Y | +96.0% | +44.0% | +52.0% | +81.8% |
| 3Y | +144.4% | +604.7% | -460.3% | +74.0% |
| 5Y | +80.5% | +347.0% | -266.5% | +32.5% |
| 10Y | +974.9% | +390.8% | +584.2% | +671.6% |
| All | +1,058.3% | +431.0% | +627.2% | +716.4% |
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 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