+59.6%
KEYS vs EL
+25.6%
+34.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.3% | -12.6% | -6.2% |
| 7D | -14.8% | +2.5% | -17.3% | -14.7% |
| 30D | -25.6% | +20.1% | -45.7% | -25.6% |
| 3M | -16.2% | +29.3% | -45.5% | -16.2% |
| 6M | -18.6% | +38.8% | -57.4% | -19.2% |
| YTD | +40.7% | +8.1% | +32.6% | +41.9% |
| 1Y | +59.6% | +22.3% | +37.3% | +58.0% |
| All | +59.6% | +25.6% | +34.0% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling