+1,071.7%
KEYS vs EFX
+160.9%
+910.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | 0.0% |
| 7D | +2.9% | -9.4% | +12.3% | +6.4% |
| 30D | -1.3% | -6.9% | +5.6% | +0.6% |
| 3M | -0.1% | +0.1% | -0.2% | -2.7% |
| 6M | +17.4% | -17.3% | +34.7% | +22.4% |
| YTD | +62.9% | -21.8% | +84.7% | +72.2% |
| 1Y | +95.7% | -32.5% | +128.3% | +119.3% |
| 3Y | +150.2% | -12.3% | +162.5% | +143.9% |
| 5Y | +83.1% | -36.6% | +119.7% | +99.8% |
| 10Y | +1,020.9% | +41.0% | +979.9% | +732.3% |
| All | +1,071.7% | +160.9% | +910.8% | +587.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling