+145.4%
KEYS vs ELF
-30.3%
+175.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.1% |
| 7D | +0.9% | -10.8% | +11.8% | +2.3% |
| 30D | -5.3% | +0.8% | -6.1% | -5.5% |
| 3M | +0.5% | +64.8% | -64.3% | -6.1% |
| 6M | +14.0% | +19.0% | -4.9% | +10.6% |
| YTD | +60.3% | +25.9% | +34.3% | +53.5% |
| 1Y | +91.3% | -28.8% | +120.1% | +94.7% |
| All | +145.4% | -30.3% | +175.7% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling