-4.4%
KEY vs EL
+32.3%
-36.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.6% |
| 7D | -1.3% | +0.8% | -2.0% | -1.3% |
| 30D | +5.1% | +16.5% | -11.4% | +4.4% |
| 3M | -7.1% | +29.2% | -36.3% | -7.9% |
| 6M | -4.4% | +27.9% | -32.3% | -5.4% |
| All | -4.4% | +32.3% | -36.7% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling