+249.1%
KEY vs EL
+1,792.3%
-1,543.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.4% |
| 7D | -1.3% | +0.8% | -2.0% | -1.8% |
| 30D | +5.1% | +16.5% | -11.4% | -1.6% |
| 3M | -7.1% | +29.2% | -36.3% | -17.8% |
| 6M | -4.4% | +27.9% | -32.3% | -15.9% |
| YTD | +4.0% | +6.2% | -2.2% | -4.0% |
| 1Y | +23.4% | +27.2% | -3.8% | +5.1% |
| 3Y | +113.9% | +3.2% | +110.7% | +82.0% |
| 5Y | +12.3% | -66.0% | +78.3% | +52.5% |
| 10Y | +125.5% | +58.3% | +67.1% | +48.7% |
| All | +249.1% | +1,792.3% | -1,543.2% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling