-2.9%
ELV vs KEY
+118.7%
-121.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -1.9% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | +1.3% | +7.2% | -5.9% | +0.8% |
| 3M | +6.6% | -4.9% | +11.5% | +6.9% |
| 6M | +11.6% | +1.1% | +10.5% | +11.4% |
| YTD | +21.1% | +6.8% | +14.3% | +20.3% |
| 1Y | +34.2% | +23.3% | +10.9% | +32.3% |
| 3Y | -2.9% | +126.1% | -129.0% | -3.7% |
| All | -2.9% | +118.7% | -121.6% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling