+16.4%
ELV vs KEY
+39.4%
-23.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.2% |
| 7D | -0.3% | +2.7% | -3.0% | -0.6% |
| 30D | +2.0% | -3.2% | +5.2% | +2.3% |
| 3M | -3.5% | +1.0% | -4.4% | -3.7% |
| 6M | +40.2% | +11.9% | +28.3% | +38.3% |
| YTD | +15.8% | +8.7% | +7.1% | +14.6% |
| 1Y | +33.2% | +18.5% | +14.7% | +30.4% |
| 3Y | -6.2% | +124.0% | -130.2% | -16.2% |
| 5Y | +16.4% | +40.8% | -24.4% | +1.6% |
| All | +16.4% | +39.4% | -23.0% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling