+2,497.1%
ELV vs KEY
+135.0%
+2,362.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +1.3% | +7.2% | -5.9% | -0.2% |
| 3M | +6.6% | -4.9% | +11.5% | +7.7% |
| 6M | +11.6% | +1.1% | +10.5% | +11.0% |
| YTD | +21.1% | +6.8% | +14.3% | +18.8% |
| 1Y | +34.2% | +23.3% | +10.9% | +27.5% |
| 3Y | -2.9% | +126.1% | -129.0% | -21.8% |
| 5Y | +4.6% | +15.2% | -10.6% | -6.1% |
| 10Y | +272.8% | +113.6% | +159.2% | +173.9% |
| All | +2,497.1% | +135.0% | +2,362.1% | +1,398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling