-30.4%
ELAN vs KEYS
+87.1%
-117.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.3% |
| 7D | -5.4% | +3.5% | -8.9% | -6.8% |
| 30D | +4.7% | -4.5% | +9.2% | +6.4% |
| 3M | -3.7% | -0.4% | -3.3% | -5.1% |
| 6M | -1.2% | +19.1% | -20.3% | -10.3% |
| YTD | +2.4% | +66.7% | -64.3% | -21.3% |
| 1Y | +23.4% | +96.5% | -73.1% | -13.3% |
| 3Y | +96.7% | +155.2% | -58.5% | +18.6% |
| All | -30.4% | +87.1% | -117.5% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling