+12.2%
KEY vs ECL
+37.7%
-25.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | -1.3% | -0.8% | -0.5% | -0.9% |
| 30D | +5.1% | +8.1% | -3.0% | +1.0% |
| 3M | -7.1% | +6.4% | -13.5% | -10.2% |
| 6M | -4.4% | +14.8% | -19.1% | -11.4% |
| YTD | +4.0% | +15.5% | -11.4% | -4.3% |
| 1Y | +23.4% | +20.1% | +3.3% | +11.0% |
| 3Y | +113.9% | +77.8% | +36.2% | +49.9% |
| All | +12.2% | +37.7% | -25.4% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling