+223.3%
KEYS vs EOSE
-60.6%
+283.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -0.4% | -36.3% | +35.9% | +2.3% |
| 6M | +19.1% | -38.8% | +57.9% | +21.3% |
| YTD | +66.7% | -65.5% | +132.2% | +74.7% |
| 1Y | +96.5% | -45.3% | +141.8% | +97.0% |
| 3Y | +155.2% | +44.2% | +111.0% | +121.4% |
| 5Y | +88.0% | -69.5% | +157.5% | +58.3% |
| All | +223.3% | -60.6% | +283.9% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling