+123.6%
KEY vs EL
-31.7%
+155.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.3% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | -3.0% | +19.8% | -22.9% | -6.7% |
| 3M | +3.3% | +25.7% | -22.4% | -1.7% |
| 6M | +9.2% | +5.4% | +3.7% | +7.1% |
| YTD | +10.6% | +0.2% | +10.4% | +8.6% |
| 1Y | +20.4% | +20.4% | 0.0% | +12.6% |
| All | +123.6% | -31.7% | +155.3% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling