-2.0%
ELV vs KEEL
+197.5%
-199.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.5% |
| 7D | +3.2% | +2.9% | +0.3% | +3.2% |
| 30D | +5.4% | +0.8% | +4.5% | +5.3% |
| 3M | +5.4% | -35.3% | +40.7% | +5.5% |
| 6M | +45.7% | +59.4% | -13.7% | +44.8% |
| YTD | +21.2% | +51.9% | -30.7% | +20.4% |
| 1Y | +35.6% | +75.0% | -39.4% | +35.0% |
| 3Y | -2.0% | +224.5% | -226.6% | -2.3% |
| All | -2.0% | +197.5% | -199.5% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling