+80.8%
KEYS vs EL
-69.5%
+150.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | +0.9% | -4.4% | +5.3% | +2.1% |
| 30D | -5.3% | +10.3% | -15.5% | -8.4% |
| 3M | +0.5% | +13.4% | -12.9% | -3.8% |
| 6M | +14.0% | +3.1% | +11.0% | +11.0% |
| YTD | +60.3% | -6.9% | +67.2% | +58.8% |
| 1Y | +91.3% | +11.9% | +79.4% | +77.4% |
| 3Y | +146.1% | -33.8% | +180.0% | +155.1% |
| 5Y | +80.8% | -69.0% | +149.7% | +165.4% |
| All | +80.8% | -69.5% | +150.2% | +165.4% |
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