+268.4%
ELV vs KEY
+109.2%
+159.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.1% | +2.8% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | +4.1% | +6.9% | -2.8% | +2.4% |
| 3M | +8.5% | -5.0% | +13.5% | +9.7% |
| 6M | +14.6% | +0.7% | +13.9% | +14.1% |
| YTD | +24.4% | +6.5% | +17.9% | +21.9% |
| 1Y | +44.2% | +22.6% | +21.6% | +36.5% |
| 3Y | -1.4% | +125.3% | -126.8% | -23.0% |
| 5Y | +8.8% | +13.9% | -5.1% | -1.5% |
| 10Y | +268.4% | +105.3% | +163.0% | +148.1% |
| All | +268.4% | +109.2% | +159.2% | +148.1% |
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