+257.4%
ELV vs KEY
+167.1%
+90.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -0.2% | -3.3% | +3.1% | +0.6% |
| 3M | -6.1% | -0.7% | -5.4% | -6.1% |
| 6M | +42.8% | +12.5% | +30.3% | +38.5% |
| YTD | +14.4% | +8.4% | +6.0% | +11.7% |
| 1Y | +28.6% | +18.4% | +10.2% | +22.6% |
| 3Y | -7.4% | +123.3% | -130.7% | -27.8% |
| 5Y | +14.5% | +38.8% | -24.4% | -3.1% |
| 10Y | +257.4% | +169.3% | +88.1% | +111.0% |
| All | +257.4% | +167.1% | +90.3% | +111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling