+29.8%
ECL vs KEYS
+87.1%
-57.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.7% |
| 7D | -1.1% | +3.5% | -4.6% | -2.0% |
| 30D | -0.8% | -4.5% | +3.7% | +0.1% |
| 3M | +5.0% | -0.4% | +5.5% | +4.1% |
| 6M | +0.2% | +19.1% | -18.9% | -6.0% |
| YTD | +5.8% | +66.7% | -60.9% | -11.4% |
| 1Y | +1.5% | +96.5% | -94.9% | -19.9% |
| 3Y | +55.0% | +155.2% | -100.2% | +5.4% |
| All | +29.8% | +87.1% | -57.3% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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