+125.3%
KEY vs ECL
+79.5%
+45.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +6.9% | +8.6% | -1.7% | +3.7% |
| 3M | -5.0% | +7.9% | -12.9% | -7.7% |
| 6M | +0.7% | +21.0% | -20.3% | -6.4% |
| YTD | +6.5% | +17.5% | -11.1% | -0.3% |
| 1Y | +22.6% | +19.7% | +3.0% | +14.0% |
| 3Y | +125.3% | +77.4% | +47.9% | +75.4% |
| All | +125.3% | +79.5% | +45.9% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling