+90.1%
KEYS vs EOSE
-70.0%
+160.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | +3.5% | +1.8% | +1.7% | +3.3% |
| 30D | -4.5% | -6.8% | +2.4% | -4.2% |
| 3M | -0.4% | -36.3% | +35.9% | +2.5% |
| 6M | +19.1% | -38.8% | +57.9% | +21.4% |
| YTD | +66.7% | -65.5% | +132.2% | +75.1% |
| 1Y | +96.5% | -45.3% | +141.8% | +96.9% |
| 3Y | +155.2% | +44.2% | +111.0% | +119.0% |
| All | +90.1% | -70.0% | +160.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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