+23.5%
KEY vs ELF
+48.3%
-24.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | +4.3% | -4.8% | -0.8% |
| 30D | +6.7% | +7.7% | -1.0% | +6.1% |
| 3M | -4.6% | +24.7% | -29.3% | -6.3% |
| 6M | +2.6% | +114.6% | -112.1% | -5.0% |
| YTD | +7.0% | +55.8% | -48.8% | +1.5% |
| 1Y | +23.5% | +51.9% | -28.5% | +17.6% |
| All | +23.5% | +48.3% | -24.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling