+39.9%
ELV vs KEEL
-45.0%
+84.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.0% | +5.0% |
| 7D | +4.8% | -13.6% | +18.4% | +4.9% |
| 30D | +10.1% | -39.1% | +49.2% | +10.7% |
| 3M | +15.4% | -48.9% | +64.3% | +16.2% |
| 6M | +17.7% | -35.4% | +53.1% | +16.8% |
| YTD | +25.7% | -10.6% | +36.3% | +21.5% |
| 1Y | +39.9% | -45.3% | +85.2% | +36.7% |
| All | +39.9% | -45.0% | +84.8% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling