+2,419.4%
ELV vs KEY
+143.4%
+2,276.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | +3.3% | +2.2% | +1.1% | +2.8% |
| 30D | +4.2% | -3.0% | +7.2% | +4.8% |
| 3M | -0.1% | +3.3% | -3.4% | -0.9% |
| 6M | +41.3% | +9.2% | +32.1% | +38.2% |
| YTD | +17.4% | +10.6% | +6.8% | +14.4% |
| 1Y | +35.1% | +20.4% | +14.7% | +28.8% |
| 3Y | -3.2% | +121.8% | -125.1% | -21.9% |
| 5Y | +15.6% | +41.1% | -25.5% | -1.0% |
| 10Y | +276.8% | +168.5% | +108.2% | +163.5% |
| All | +2,419.4% | +143.4% | +2,276.0% | +1,343.4% |
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