+96.5%
KEYS vs ED
+13.4%
+83.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.2% | +3.8% |
| 7D | +3.5% | -0.8% | +4.3% | +3.0% |
| 30D | -4.5% | -0.4% | -4.1% | -4.7% |
| 3M | -0.4% | +0.5% | -0.9% | -0.1% |
| 6M | +19.1% | -3.1% | +22.3% | +17.0% |
| YTD | +66.7% | +9.8% | +56.8% | +78.2% |
| 1Y | +96.5% | +12.6% | +83.9% | +111.3% |
| All | +96.5% | +13.4% | +83.0% | +111.3% |
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 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