+326.6%
ELV vs KEYS
+1,113.8%
-787.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +5.0% |
| 7D | +2.8% | +3.5% | -0.7% | +2.0% |
| 30D | +4.9% | -4.5% | +9.4% | +5.8% |
| 3M | +4.9% | -0.4% | +5.3% | +4.1% |
| 6M | +45.1% | +19.1% | +25.9% | +37.0% |
| YTD | +20.7% | +66.7% | -46.0% | +3.0% |
| 1Y | +35.0% | +96.5% | -61.4% | +9.6% |
| 3Y | -2.4% | +155.2% | -157.6% | -29.1% |
| 5Y | +25.5% | +88.0% | -62.5% | -2.2% |
| 10Y | +277.1% | +1,046.8% | -769.7% | +68.7% |
| All | +326.6% | +1,113.8% | -787.2% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling