-31.9%
ELAN vs KEY
+59.1%
-91.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | +1.6% | +2.2% | -0.6% | +0.7% |
| 30D | -6.6% | -3.0% | -3.5% | -5.4% |
| 3M | -0.8% | +3.3% | -4.2% | -2.3% |
| 6M | +0.2% | +9.2% | -8.9% | -3.3% |
| YTD | +8.3% | +10.6% | -2.4% | +3.6% |
| 1Y | +40.2% | +20.4% | +19.8% | +29.1% |
| 3Y | +97.7% | +121.8% | -24.1% | +38.4% |
| 5Y | -28.3% | +41.1% | -69.4% | -43.2% |
| All | -31.9% | +59.1% | -91.0% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling