+224.5%
KEEL vs ELF
-29.5%
+254.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.3% |
| 7D | +2.9% | -11.6% | +14.5% | +7.7% |
| 30D | +0.8% | +4.6% | -3.8% | -1.2% |
| 3M | -35.3% | +59.7% | -95.0% | -46.9% |
| 6M | +59.4% | +21.2% | +38.2% | +44.6% |
| YTD | +51.9% | +27.4% | +24.5% | +34.4% |
| 1Y | +75.0% | -29.8% | +104.8% | +86.9% |
| 3Y | +224.5% | -28.5% | +253.0% | +169.8% |
| All | +224.5% | -29.5% | +254.0% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling