+105.3%
KEY vs EL
+60.9%
+44.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +0.5% | +7.6% | -7.1% | -2.1% |
| 30D | +6.9% | +15.7% | -8.8% | +1.2% |
| 3M | -5.0% | +30.5% | -35.5% | -14.8% |
| 6M | +0.7% | +32.5% | -31.8% | -11.0% |
| YTD | +6.5% | +9.4% | -3.0% | -1.5% |
| 1Y | +22.6% | +28.4% | -5.7% | +6.1% |
| 3Y | +125.3% | +4.4% | +120.9% | +95.4% |
| 5Y | +13.9% | -64.5% | +78.4% | +66.8% |
| 10Y | +105.3% | +64.9% | +40.5% | +81.9% |
| All | +105.3% | +60.9% | +44.5% | +81.9% |
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