+1,018.0%
KEYS vs EIX
+19.9%
+998.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.3% |
| 7D | +3.5% | -1.4% | +4.8% | +3.8% |
| 30D | -4.5% | -19.3% | +14.8% | -0.9% |
| 3M | -0.4% | -21.7% | +21.3% | +3.6% |
| 6M | +19.1% | -19.8% | +39.0% | +23.2% |
| YTD | +66.7% | -3.0% | +69.7% | +63.9% |
| 1Y | +96.5% | +5.1% | +91.4% | +88.7% |
| 3Y | +155.2% | -7.0% | +162.1% | +148.1% |
| 5Y | +88.0% | +22.0% | +66.0% | +68.9% |
| All | +1,018.0% | +19.9% | +998.1% | +852.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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