+975.1%
KEYS vs EL
+25.3%
+949.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | +0.9% | -4.4% | +5.3% | +2.3% |
| 30D | -5.3% | +10.3% | -15.5% | -9.0% |
| 3M | +0.5% | +13.4% | -12.9% | -4.7% |
| 6M | +14.0% | +3.1% | +11.0% | +10.1% |
| YTD | +60.3% | -6.9% | +67.2% | +58.0% |
| 1Y | +91.3% | +11.9% | +79.4% | +75.1% |
| 3Y | +146.1% | -33.8% | +180.0% | +155.0% |
| 5Y | +80.8% | -69.0% | +149.7% | +154.3% |
| All | +975.1% | +25.3% | +949.8% | +784.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling