+59.6%
KEYS vs ED
+27.1%
+32.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.0% | -9.3% | -3.9% |
| 7D | -14.8% | +5.4% | -20.2% | -11.0% |
| 30D | -25.6% | +16.4% | -42.0% | -16.8% |
| 3M | -16.2% | +11.9% | -28.1% | -8.7% |
| 6M | -18.6% | +11.6% | -30.2% | -11.2% |
| YTD | +40.7% | +24.1% | +16.6% | +66.2% |
| 1Y | +59.6% | +26.9% | +32.7% | +93.2% |
| All | +59.6% | +27.1% | +32.5% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling