+141.4%
KEYS vs EIX
+10.6%
+130.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +9.4% | +1.4% | +8.0% | +9.2% |
| 30D | -16.8% | +8.5% | -25.3% | -17.6% |
| 3M | -15.9% | -13.5% | -2.4% | -14.8% |
| 6M | -17.6% | -12.4% | -5.2% | -17.2% |
| YTD | +46.5% | +5.9% | +40.6% | +41.9% |
| 1Y | +66.9% | +7.6% | +59.3% | +61.0% |
| 3Y | +141.4% | +12.8% | +128.6% | +120.2% |
| All | +141.4% | +10.6% | +130.8% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling