+273.7%
ELV vs KEYS
+1,049.9%
-776.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.4% |
| 7D | +3.2% | +3.5% | -0.3% | +2.4% |
| 30D | +5.4% | -4.5% | +9.8% | +6.2% |
| 3M | +5.4% | -0.4% | +5.8% | +4.5% |
| 6M | +45.7% | +19.1% | +26.6% | +37.5% |
| YTD | +21.2% | +66.7% | -45.5% | +3.2% |
| 1Y | +35.6% | +96.5% | -60.8% | +9.7% |
| 3Y | -2.0% | +155.2% | -157.2% | -29.3% |
| 5Y | +26.0% | +88.0% | -62.0% | -2.2% |
| All | +273.7% | +1,049.9% | -776.1% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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