+1,071.7%
KEYS vs EFV
+153.9%
+917.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.1% |
| 7D | +2.9% | -0.5% | +3.4% | +3.4% |
| 30D | -1.3% | 0.0% | -1.3% | -1.4% |
| 3M | -0.1% | +8.4% | -8.5% | -6.9% |
| 6M | +17.4% | +12.3% | +5.0% | +6.2% |
| YTD | +62.9% | +17.4% | +45.5% | +41.9% |
| 1Y | +95.7% | +27.1% | +68.6% | +59.4% |
| 3Y | +150.2% | +90.7% | +59.5% | +44.7% |
| 5Y | +83.1% | +95.6% | -12.5% | +3.6% |
| 10Y | +1,020.9% | +165.3% | +855.6% | +395.9% |
| All | +1,071.7% | +153.9% | +917.9% | +418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling