+96.5%
KEYS vs ELF
-28.2%
+124.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.9% |
| 7D | +3.5% | -11.6% | +15.1% | +4.6% |
| 30D | -4.5% | +4.6% | -9.1% | -5.0% |
| 3M | -0.4% | +59.7% | -60.1% | -5.3% |
| 6M | +19.1% | +21.2% | -2.1% | +16.7% |
| YTD | +66.7% | +27.4% | +39.2% | +62.0% |
| 1Y | +96.5% | -29.8% | +126.3% | +104.3% |
| All | +96.5% | -28.2% | +124.7% | +104.3% |
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 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