+309.9%
KEEL vs ELF
+505.1%
-195.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +0.8% |
| 7D | +19.3% | -6.8% | +26.1% | +21.9% |
| 30D | +9.1% | +5.1% | +4.0% | +6.9% |
| 3M | -31.5% | +79.8% | -111.3% | -44.8% |
| 6M | +75.8% | +29.7% | +46.1% | +57.9% |
| YTD | +57.9% | +31.6% | +26.3% | +40.4% |
| 1Y | +133.3% | -27.9% | +161.2% | +146.1% |
| 3Y | +204.1% | -26.4% | +230.5% | +187.4% |
| 5Y | -37.5% | +235.6% | -273.2% | -63.0% |
| All | +309.9% | +505.1% | -195.1% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling