+80.8%
KEYS vs ED
+66.8%
+14.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.7% |
| 7D | +0.9% | -1.9% | +2.8% | +0.8% |
| 30D | -5.3% | +0.1% | -5.3% | -5.2% |
| 3M | +0.5% | 0.0% | +0.5% | +0.4% |
| 6M | +14.0% | -2.5% | +16.6% | +13.9% |
| YTD | +60.3% | +10.1% | +50.2% | +59.7% |
| 1Y | +91.3% | +13.6% | +77.7% | +90.3% |
| 3Y | +146.1% | +32.4% | +113.7% | +133.7% |
| 5Y | +80.8% | +69.9% | +10.9% | +74.3% |
| All | +80.8% | +66.8% | +14.0% | +74.3% |
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 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