+59.6%
KEYS vs ELF
-3.2%
+62.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.9% | -8.2% | -6.4% |
| 7D | -14.8% | -1.5% | -13.3% | -14.7% |
| 30D | -25.6% | +9.5% | -35.1% | -26.1% |
| 3M | -16.2% | +29.4% | -45.6% | -18.0% |
| 6M | -18.6% | +83.7% | -102.4% | -22.9% |
| YTD | +40.7% | +49.4% | -8.7% | +36.0% |
| 1Y | +59.6% | -3.9% | +63.5% | +59.0% |
| All | +59.6% | -3.2% | +62.9% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling