-29.8%
ELAN vs KEY
+40.7%
-70.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | +5.7% | -3.3% | +9.0% | +7.1% |
| 3M | -3.9% | -0.7% | -3.1% | -3.7% |
| 6M | -1.6% | +12.5% | -14.2% | -6.2% |
| YTD | +4.1% | +8.4% | -4.3% | +0.5% |
| 1Y | +25.5% | +18.4% | +7.1% | +16.5% |
| 3Y | +103.2% | +123.3% | -20.1% | +43.0% |
| 5Y | -29.8% | +38.8% | -68.6% | -45.7% |
| All | -29.8% | +40.7% | -70.5% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling