-45.3%
KEEL vs ELF
-3.2%
-42.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.9% |
| 7D | -13.6% | -1.5% | -12.0% | -13.0% |
| 30D | -39.1% | +9.5% | -48.7% | -41.3% |
| 3M | -48.9% | +29.4% | -78.3% | -54.3% |
| 6M | -35.4% | +83.7% | -119.1% | -51.5% |
| YTD | -10.6% | +49.4% | -60.1% | -27.5% |
| 1Y | -45.3% | -3.9% | -41.4% | -49.7% |
| All | -45.3% | -3.2% | -42.1% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling