+1,058.3%
KEYS vs EL
+67.9%
+990.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.5% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | -2.6% | +19.8% | -22.5% | -8.9% |
| 3M | -4.6% | +25.7% | -30.3% | -12.5% |
| 6M | +8.7% | +5.4% | +3.3% | +4.5% |
| YTD | +61.0% | +0.2% | +60.8% | +55.1% |
| 1Y | +96.0% | +20.4% | +75.6% | +75.3% |
| 3Y | +144.4% | -32.1% | +176.5% | +152.2% |
| 5Y | +80.5% | -67.2% | +147.7% | +147.2% |
| 10Y | +974.9% | +31.7% | +943.2% | +745.1% |
| All | +1,058.3% | +67.9% | +990.4% | +747.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling