+1,058.3%
KEYS vs ED
+172.9%
+885.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.6% |
| 7D | +2.3% | -0.2% | +2.4% | +2.3% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | -4.6% | +3.9% | -8.6% | -5.5% |
| 6M | +8.7% | -3.0% | +11.8% | +8.9% |
| YTD | +61.0% | +10.7% | +50.4% | +57.5% |
| 1Y | +96.0% | +13.3% | +82.7% | +90.4% |
| 3Y | +144.4% | +34.5% | +109.9% | +124.6% |
| 5Y | +80.5% | +67.1% | +13.4% | +56.2% |
| 10Y | +974.9% | +103.0% | +871.9% | +812.6% |
| All | +1,058.3% | +172.9% | +885.3% | +816.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling