+172.4%
KEY vs EL
+32.5%
+139.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.8% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | -3.0% | +19.8% | -22.9% | -9.9% |
| 3M | +3.3% | +25.7% | -22.4% | -6.0% |
| 6M | +9.2% | +5.4% | +3.7% | +4.7% |
| YTD | +10.6% | +0.2% | +10.4% | +6.2% |
| 1Y | +20.4% | +20.4% | 0.0% | +6.3% |
| 3Y | +121.8% | -32.1% | +154.0% | +134.5% |
| 5Y | +41.1% | -67.2% | +108.3% | +111.4% |
| All | +172.4% | +32.5% | +139.9% | +154.0% |
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