+12.2%
KEY vs EL
-66.1%
+78.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.1% |
| 7D | -1.3% | +0.8% | -2.0% | -1.6% |
| 30D | +5.1% | +16.5% | -11.4% | +0.9% |
| 3M | -7.1% | +29.2% | -36.3% | -13.8% |
| 6M | -4.4% | +27.9% | -32.3% | -11.5% |
| YTD | +4.0% | +6.2% | -2.2% | -0.5% |
| 1Y | +23.4% | +27.2% | -3.8% | +11.5% |
| 3Y | +113.9% | +3.2% | +110.7% | +94.1% |
| All | +12.2% | -66.1% | +78.4% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling