+1,071.7%
KEYS vs ENPH
+206.8%
+864.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.1% |
| 7D | +2.9% | +3.4% | -0.4% | +2.5% |
| 30D | -1.3% | -10.3% | +9.0% | -0.3% |
| 3M | -0.1% | -31.4% | +31.3% | +3.7% |
| 6M | +17.4% | -10.1% | +27.5% | +17.2% |
| YTD | +62.9% | +14.6% | +48.3% | +57.2% |
| 1Y | +95.7% | -3.2% | +99.0% | +91.5% |
| 3Y | +150.2% | -69.5% | +219.7% | +164.1% |
| 5Y | +83.1% | -77.2% | +160.3% | +94.3% |
| 10Y | +1,020.9% | +1,940.0% | -919.1% | +757.3% |
| All | +1,071.7% | +206.8% | +864.9% | +833.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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