+1,080.2%
KEYS vs EIX
+61.9%
+1,018.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +0.9% |
| 7D | +4.4% | +0.9% | +3.5% | +4.1% |
| 30D | -2.2% | -13.5% | +11.3% | -0.2% |
| 3M | +0.5% | -15.3% | +15.8% | +2.7% |
| 6M | +22.4% | -15.3% | +37.7% | +25.0% |
| YTD | +64.1% | +2.7% | +61.4% | +59.5% |
| 1Y | +97.0% | +17.4% | +79.5% | +84.6% |
| 3Y | +152.0% | -1.3% | +153.4% | +142.3% |
| 5Y | +83.7% | +27.2% | +56.6% | +64.4% |
| 10Y | +997.9% | +22.7% | +975.1% | +843.9% |
| All | +1,080.2% | +61.9% | +1,018.4% | +831.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling