+181.8%
ECL vs KEYS
+1,086.4%
-904.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -2.7% | +2.9% | -5.7% | -3.6% |
| 30D | -4.3% | -1.3% | -3.0% | -4.2% |
| 3M | +3.2% | -0.1% | +3.3% | +1.9% |
| 6M | -2.9% | +17.4% | -20.3% | -9.3% |
| YTD | +4.3% | +62.9% | -58.7% | -13.4% |
| 1Y | +1.6% | +95.7% | -94.1% | -21.1% |
| 3Y | +54.3% | +150.2% | -95.9% | +6.1% |
| 5Y | +26.5% | +83.1% | -56.6% | -4.4% |
| 10Y | +155.6% | +1,020.9% | -865.3% | +12.7% |
| All | +181.8% | +1,086.4% | -904.6% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling