+149.4%
KEYS vs ENB
+76.5%
+72.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +2.9% | -0.3% | +3.3% | +3.0% |
| 30D | -1.3% | -1.1% | -0.2% | -1.1% |
| 3M | -0.1% | -8.5% | +8.3% | +1.2% |
| 6M | +17.4% | -4.5% | +21.9% | +17.8% |
| YTD | +62.9% | +9.1% | +53.8% | +59.4% |
| 1Y | +95.7% | +8.0% | +87.8% | +91.9% |
| All | +149.4% | +76.5% | +72.9% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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