+970.3%
KEYS vs ELF
+303.8%
+666.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.8% |
| 7D | +3.5% | -11.6% | +15.1% | +5.3% |
| 30D | -4.5% | +4.6% | -9.1% | -5.3% |
| 3M | -0.4% | +59.7% | -60.1% | -7.7% |
| 6M | +19.1% | +21.2% | -2.1% | +14.4% |
| YTD | +66.7% | +27.4% | +39.2% | +57.9% |
| 1Y | +96.5% | -29.8% | +126.3% | +100.4% |
| 3Y | +155.2% | -28.5% | +183.6% | +143.0% |
| 5Y | +88.0% | +220.0% | -132.1% | +35.9% |
| All | +970.3% | +303.8% | +666.5% | +603.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling