+113.6%
KEY vs ECL
+205.6%
-92.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +1.2% |
| 7D | -0.4% | -0.5% | +0.2% | 0.0% |
| 30D | +7.2% | +8.8% | -1.6% | +0.7% |
| 3M | -4.9% | +7.8% | -12.8% | -10.4% |
| 6M | +1.1% | +21.3% | -20.2% | -13.1% |
| YTD | +6.8% | +17.8% | -11.0% | -6.8% |
| 1Y | +23.3% | +21.1% | +2.2% | +5.2% |
| 3Y | +126.1% | +80.1% | +46.0% | +36.1% |
| 5Y | +15.2% | +40.5% | -25.3% | -16.7% |
| 10Y | +113.6% | +197.7% | -84.2% | -3.5% |
| All | +113.6% | +205.6% | -92.0% | -3.5% |
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