+75.8%
KEEL vs ELF
+25.5%
+50.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +1.0% |
| 7D | +19.3% | -6.8% | +26.1% | +22.2% |
| 30D | +9.1% | +5.1% | +4.0% | +6.0% |
| 3M | -31.5% | +79.8% | -111.3% | -50.2% |
| 6M | +75.8% | +29.7% | +46.1% | +59.1% |
| All | +75.8% | +25.5% | +50.3% | +59.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling