+145.4%
KEYS vs EFX
-12.7%
+158.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.9% | -11.1% | +12.1% | +3.4% |
| 30D | -5.3% | -7.4% | +2.1% | -4.1% |
| 3M | +0.5% | +1.5% | -1.0% | -1.9% |
| 6M | +14.0% | -13.7% | +27.7% | +17.2% |
| YTD | +60.3% | -21.9% | +82.1% | +69.6% |
| 1Y | +91.3% | -30.8% | +122.1% | +112.0% |
| All | +145.4% | -12.7% | +158.1% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling