+172.9%
KEY vs ECL
+150.6%
+22.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.2% | -2.6% | +4.8% | +4.2% |
| 30D | -3.0% | -2.2% | -0.9% | -1.6% |
| 3M | +3.3% | +10.1% | -6.8% | -4.3% |
| 6M | +9.2% | -5.7% | +14.9% | +13.0% |
| YTD | +10.6% | +7.0% | +3.7% | +3.9% |
| 1Y | +20.4% | +2.7% | +17.7% | +15.9% |
| 3Y | +121.8% | +57.7% | +64.1% | +47.9% |
| 5Y | +41.1% | +31.1% | +10.0% | +6.5% |
| All | +172.9% | +150.6% | +22.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling