+58.2%
KEYS vs EL
-65.2%
+123.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | +9.4% | +1.5% | +7.9% | +9.0% |
| 30D | -16.8% | +10.0% | -26.8% | -19.0% |
| 3M | -15.9% | +28.4% | -44.3% | -22.1% |
| 6M | -17.6% | +37.1% | -54.6% | -25.6% |
| YTD | +46.5% | +7.8% | +38.7% | +39.2% |
| 1Y | +66.9% | +26.0% | +40.8% | +50.5% |
| 3Y | +141.4% | +3.8% | +137.6% | +113.7% |
| All | +58.2% | -65.2% | +123.4% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling