+1,018.0%
KEYS vs EFV
+169.9%
+848.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.0% |
| 7D | +3.5% | -0.8% | +4.3% | +4.3% |
| 30D | -4.5% | +0.6% | -5.1% | -5.0% |
| 3M | -0.4% | +7.5% | -7.9% | -6.9% |
| 6M | +19.1% | +13.0% | +6.1% | +6.5% |
| YTD | +66.7% | +18.3% | +48.3% | +42.9% |
| 1Y | +96.5% | +26.7% | +69.7% | +58.4% |
| 3Y | +155.2% | +89.6% | +65.6% | +43.2% |
| 5Y | +88.0% | +98.2% | -10.2% | +1.2% |
| All | +1,018.0% | +169.9% | +848.1% | +350.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling