+1,078.2%
KEY vs ECL
+13,009.7%
-11,931.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.2% | -2.6% | +4.8% | +3.8% |
| 30D | -3.0% | -2.2% | -0.9% | -1.9% |
| 3M | +3.3% | +10.1% | -6.8% | -2.9% |
| 6M | +9.2% | -5.7% | +14.9% | +12.4% |
| YTD | +10.6% | +7.0% | +3.7% | +5.3% |
| 1Y | +20.4% | +2.7% | +17.7% | +16.9% |
| 3Y | +121.8% | +57.7% | +64.1% | +63.0% |
| 5Y | +41.1% | +31.1% | +10.0% | +13.4% |
| 10Y | +168.5% | +150.9% | +17.7% | +52.9% |
| All | +1,078.2% | +13,009.7% | -11,931.5% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling