+271.4%
KEY vs EL
+1,685.7%
-1,414.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.9% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | -3.0% | +19.8% | -22.9% | -11.0% |
| 3M | +3.3% | +25.7% | -22.4% | -7.3% |
| 6M | +9.2% | +5.4% | +3.7% | +3.6% |
| YTD | +10.6% | +0.2% | +10.4% | +5.3% |
| 1Y | +20.4% | +20.4% | 0.0% | +4.7% |
| 3Y | +121.8% | -32.1% | +154.0% | +126.9% |
| 5Y | +41.1% | -67.2% | +108.3% | +94.8% |
| 10Y | +168.5% | +31.7% | +136.8% | +92.7% |
| All | +271.4% | +1,685.7% | -1,414.3% | +4.7% |
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