-36.5%
ELAN vs KEY
+55.8%
-92.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -6.4% | -1.8% | -4.6% | -5.7% |
| 30D | +0.6% | -3.3% | +3.9% | +1.9% |
| 3M | 0.0% | -0.2% | +0.1% | -0.1% |
| 6M | -3.4% | +12.1% | -15.5% | -7.8% |
| YTD | +1.0% | +8.4% | -7.4% | -2.5% |
| 1Y | +24.7% | +17.6% | +7.1% | +15.9% |
| 3Y | +97.2% | +123.3% | -26.1% | +37.8% |
| 5Y | -31.5% | +39.5% | -71.0% | -45.5% |
| All | -36.5% | +55.8% | -92.3% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling