-21.1%
ELAN vs KEEL
+294.5%
-315.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.1% |
| 7D | -5.4% | +2.9% | -8.3% | -5.6% |
| 30D | +4.7% | +0.8% | +3.9% | +4.4% |
| 3M | -3.7% | -35.3% | +31.7% | -2.1% |
| 6M | -1.2% | +59.4% | -60.6% | -5.4% |
| YTD | +2.4% | +51.9% | -49.5% | -2.2% |
| 1Y | +23.4% | +75.0% | -51.6% | +15.0% |
| 3Y | +96.7% | +224.5% | -127.9% | +70.4% |
| 5Y | -30.6% | -35.9% | +5.3% | -39.8% |
| All | -21.1% | +294.5% | -315.6% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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