+66.9%
KEYS vs ED
+24.8%
+42.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -1.0% |
| 7D | +9.4% | +2.1% | +7.3% | +11.3% |
| 30D | -16.8% | +10.4% | -27.2% | -9.9% |
| 3M | -15.9% | +12.5% | -28.4% | -7.9% |
| 6M | -17.6% | +14.9% | -32.5% | -8.6% |
| YTD | +46.5% | +24.8% | +21.7% | +70.4% |
| 1Y | +66.9% | +23.8% | +43.1% | +93.8% |
| All | +66.9% | +24.8% | +42.1% | +93.8% |
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