+63.0%
KEYS vs ED
+82.8%
-19.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.4% |
| 7D | +16.7% | -1.7% | +18.5% | +16.5% |
| 30D | -17.8% | +10.7% | -28.5% | -17.2% |
| 3M | -14.2% | +11.6% | -25.8% | -13.4% |
| 6M | -15.9% | +13.5% | -29.4% | -15.2% |
| YTD | +49.7% | +23.1% | +26.6% | +50.3% |
| 1Y | +65.3% | +23.1% | +42.2% | +65.9% |
| 3Y | +144.9% | +47.9% | +96.9% | +132.7% |
| 5Y | +63.0% | +83.9% | -20.9% | +43.7% |
| All | +63.0% | +82.8% | -19.8% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling