-2.3%
KEY vs ECL
+19.7%
-22.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.7% |
| 7D | -2.5% | +1.7% | -4.1% | -2.9% |
| 30D | +4.1% | +8.9% | -4.8% | +1.2% |
| 3M | -8.4% | +7.4% | -15.8% | -10.3% |
| 6M | -2.3% | +19.3% | -21.6% | -8.8% |
| All | -2.3% | +19.7% | -22.0% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling