+83.8%
KEYS vs EIX
+24.2%
+59.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | +2.9% | +4.1% | -1.1% | +2.1% |
| 30D | -1.3% | -15.3% | +14.0% | +0.9% |
| 3M | -0.1% | -18.4% | +18.3% | +2.5% |
| 6M | +17.4% | -16.8% | +34.2% | +19.8% |
| YTD | +62.9% | -0.6% | +63.5% | +58.2% |
| 1Y | +95.7% | +10.7% | +85.1% | +83.8% |
| 3Y | +150.2% | -4.5% | +154.7% | +137.7% |
| All | +83.8% | +24.2% | +59.6% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling