+755.4%
KEYS vs ED
+147.1%
+608.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.3% |
| 7D | +9.4% | +2.1% | +7.3% | +9.1% |
| 30D | -16.8% | +10.4% | -27.2% | -18.0% |
| 3M | -15.9% | +12.5% | -28.4% | -17.4% |
| 6M | -17.6% | +14.9% | -32.5% | -19.6% |
| YTD | +46.5% | +24.8% | +21.7% | +40.3% |
| 1Y | +66.9% | +23.8% | +43.1% | +60.0% |
| 3Y | +141.4% | +51.6% | +89.7% | +116.0% |
| 5Y | +59.5% | +86.4% | -26.9% | +33.6% |
| All | +755.4% | +147.1% | +608.3% | +612.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling