+90.1%
KEYS vs EFX
-36.2%
+126.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.5% | -4.5% | +8.0% | +5.0% |
| 30D | -4.5% | -6.1% | +1.6% | -3.1% |
| 3M | -0.4% | +6.2% | -6.6% | -5.0% |
| 6M | +19.1% | -11.2% | +30.3% | +21.0% |
| YTD | +66.7% | -21.4% | +88.1% | +76.6% |
| 1Y | +96.5% | -34.3% | +130.8% | +125.1% |
| 3Y | +155.2% | -12.5% | +167.7% | +146.0% |
| All | +90.1% | -36.2% | +126.2% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling