+80.8%
KEYS vs ENB
+61.9%
+18.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.3% |
| 7D | +0.9% | -4.6% | +5.5% | +2.5% |
| 30D | -5.3% | -5.2% | 0.0% | -3.5% |
| 3M | +0.5% | -13.4% | +13.9% | +5.3% |
| 6M | +14.0% | -7.8% | +21.9% | +16.6% |
| YTD | +60.3% | +4.9% | +55.4% | +55.7% |
| 1Y | +91.3% | +3.2% | +88.1% | +86.9% |
| 3Y | +146.1% | +71.0% | +75.2% | +88.3% |
| 5Y | +80.8% | +64.0% | +16.8% | +41.0% |
| All | +80.8% | +61.9% | +18.9% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling