+1,058.3%
KEYS vs ENB
+112.1%
+946.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -2.6% | -2.2% | -0.4% | -1.9% |
| 3M | -4.6% | -10.5% | +5.9% | -1.2% |
| 6M | +8.7% | -5.1% | +13.8% | +10.3% |
| YTD | +61.0% | +9.0% | +52.1% | +55.2% |
| 1Y | +96.0% | +8.2% | +87.8% | +89.2% |
| 3Y | +144.4% | +67.8% | +76.6% | +98.8% |
| 5Y | +80.5% | +69.4% | +11.1% | +45.9% |
| 10Y | +974.9% | +117.5% | +857.4% | +659.4% |
| All | +1,058.3% | +112.1% | +946.1% | +703.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling