+113.6%
KEY vs EL
+63.1%
+50.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.7% |
| 7D | -0.4% | +8.0% | -8.4% | -3.1% |
| 30D | +7.2% | +15.4% | -8.2% | +1.6% |
| 3M | -4.9% | +28.5% | -33.4% | -14.2% |
| 6M | +1.1% | +32.2% | -31.2% | -10.6% |
| YTD | +6.8% | +9.2% | -2.4% | -1.0% |
| 1Y | +23.3% | +30.8% | -7.5% | +5.9% |
| 3Y | +126.1% | +3.7% | +122.4% | +96.8% |
| 5Y | +15.2% | -64.8% | +80.0% | +69.1% |
| 10Y | +113.6% | +60.0% | +53.6% | +94.2% |
| All | +113.6% | +63.1% | +50.5% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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