+83.8%
KEYS vs ELF
+232.2%
-148.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.1% |
| 7D | +2.9% | -6.8% | +9.7% | +4.0% |
| 30D | -1.3% | +5.1% | -6.4% | -2.3% |
| 3M | -0.1% | +79.8% | -79.9% | -9.8% |
| 6M | +17.4% | +29.7% | -12.4% | +11.1% |
| YTD | +62.9% | +31.6% | +31.3% | +52.8% |
| 1Y | +95.7% | -27.9% | +123.7% | +99.8% |
| 3Y | +150.2% | -26.4% | +176.6% | +130.9% |
| All | +83.8% | +232.2% | -148.4% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling