+151.2%
KEYS vs EL
-30.9%
+182.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.3% |
| 7D | +4.4% | +1.7% | +2.7% | +4.1% |
| 30D | -2.2% | +15.5% | -17.7% | -5.2% |
| 3M | +0.5% | +20.6% | -20.0% | -3.5% |
| 6M | +22.4% | +10.5% | +11.9% | +18.7% |
| YTD | +64.1% | -1.9% | +66.0% | +62.0% |
| 1Y | +97.0% | +16.1% | +80.9% | +85.6% |
| All | +151.2% | -30.9% | +182.1% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling